-7.2%
ROL vs BTSG
+505.2%
-512.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | +4.0% | -3.3% | +0.5% |
| 30D | +20.6% | +15.3% | +5.3% | +19.5% |
| 3M | +4.5% | +25.4% | -21.0% | +3.0% |
| 6M | -26.5% | +31.9% | -58.4% | -28.1% |
| YTD | -34.8% | +93.9% | -128.8% | -38.1% |
| 1Y | -33.2% | +114.2% | -147.3% | -37.0% |
| All | -7.2% | +505.2% | -512.4% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling