-36.0%
ROL vs BTI
+5.0%
-41.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | -4.1% | -6.6% | +2.5% | -2.2% |
| 3M | -22.5% | -3.0% | -19.5% | -21.4% |
| 6M | -37.7% | -6.7% | -31.0% | -36.2% |
| YTD | -39.6% | +0.6% | -40.1% | -39.3% |
| 1Y | -36.0% | +5.6% | -41.6% | -35.9% |
| All | -36.0% | +5.0% | -41.0% | -35.9% |
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