-39.5%
ROL vs BTG
+25.2%
-64.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -3.2% | -3.8% | +0.6% | -3.0% |
| 30D | -4.9% | +3.6% | -8.5% | -5.2% |
| 3M | -25.8% | +32.0% | -57.8% | -27.2% |
| 6M | -37.6% | +3.4% | -40.9% | -38.0% |
| YTD | -41.5% | +20.8% | -62.3% | -42.0% |
| 1Y | -39.5% | +22.4% | -61.9% | -42.0% |
| All | -39.5% | +25.2% | -64.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling