-17.1%
ROL vs BTSG
+416.6%
-433.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.3% | +2.9% | -6.2% | -3.4% |
| 30D | -7.2% | +0.9% | -8.1% | -7.3% |
| 3M | -27.0% | +1.6% | -28.6% | -27.3% |
| 6M | -39.5% | +46.8% | -86.3% | -41.5% |
| YTD | -41.8% | +65.5% | -107.3% | -44.2% |
| 1Y | -38.9% | +136.2% | -175.1% | -42.9% |
| All | -17.1% | +416.6% | -433.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling