-16.1%
ROL vs BTSG
+421.3%
-437.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.6% | -2.7% |
| 7D | -3.4% | +5.7% | -9.2% | -3.7% |
| 30D | -6.9% | +0.2% | -7.1% | -7.0% |
| 3M | -24.6% | +5.6% | -30.2% | -25.1% |
| 6M | -39.5% | +50.8% | -90.3% | -41.6% |
| YTD | -41.1% | +67.0% | -108.2% | -43.6% |
| 1Y | -37.9% | +145.5% | -183.5% | -42.1% |
| All | -16.1% | +421.3% | -437.5% | -26.2% |
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