-5.1%
ROL vs BTG
+75.0%
-80.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -3.2% | -5.5% | +2.2% | -2.8% |
| 30D | -6.6% | +6.1% | -12.7% | -7.2% |
| 3M | -27.3% | +38.6% | -65.9% | -29.6% |
| 6M | -38.1% | +0.7% | -38.8% | -38.6% |
| YTD | -41.8% | +20.3% | -62.1% | -43.3% |
| 1Y | -37.8% | +25.0% | -62.8% | -40.0% |
| 3Y | -0.3% | +97.3% | -97.6% | -9.9% |
| 5Y | -5.1% | +78.3% | -83.4% | -13.0% |
| All | -5.1% | +75.0% | -80.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling