+0.8%
ROL vs BTI
+113.6%
-112.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | -6.9% | -7.0% | +0.1% | -5.5% |
| 3M | -24.6% | -6.3% | -18.3% | -23.4% |
| 6M | -39.5% | -2.0% | -37.6% | -39.0% |
| YTD | -41.1% | +0.2% | -41.3% | -41.0% |
| 1Y | -37.9% | +3.8% | -41.7% | -38.3% |
| 3Y | +0.8% | +112.1% | -111.3% | -9.3% |
| All | +0.8% | +113.6% | -112.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling