-17.1%
ROL vs BTSG
+382.3%
-399.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.6% | +6.7% | +0.4% |
| 7D | -3.2% | -5.8% | +2.6% | -2.9% |
| 30D | -6.6% | 0.0% | -6.6% | -6.7% |
| 3M | -27.3% | -4.5% | -22.8% | -27.4% |
| 6M | -38.1% | +40.0% | -78.1% | -40.0% |
| YTD | -41.8% | +54.6% | -96.3% | -43.9% |
| 1Y | -37.8% | +106.1% | -143.9% | -41.4% |
| All | -17.1% | +382.3% | -399.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTSG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling