-34.7%
ROL vs BTI
+24.7%
-59.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +1.6% |
| 7D | +14.6% | +5.3% | +9.3% | +12.5% |
| 30D | +29.3% | +19.1% | +10.2% | +22.3% |
| 3M | +2.0% | +6.5% | -4.5% | -0.5% |
| 6M | -28.5% | +9.4% | -38.0% | -30.0% |
| YTD | -35.3% | +14.4% | -49.7% | -37.2% |
| 1Y | -34.7% | +23.9% | -58.6% | -38.5% |
| All | -34.7% | +24.7% | -59.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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