-1.6%
ROL vs BURL
+63.9%
-65.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -1.2% |
| 30D | -4.1% | -28.2% | +24.1% | -1.1% |
| 3M | -22.5% | -17.6% | -4.9% | -21.1% |
| 6M | -37.7% | -11.8% | -25.9% | -37.0% |
| YTD | -39.6% | -8.1% | -31.4% | -39.1% |
| 1Y | -36.0% | -12.0% | -24.1% | -35.3% |
| All | -1.6% | +63.9% | -65.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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