-4.7%
ROL vs BWA
+88.6%
-93.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.4% |
| 7D | -3.4% | +4.3% | -7.7% | -3.8% |
| 30D | -6.9% | -2.9% | -4.0% | -6.7% |
| 3M | -24.6% | -12.4% | -12.2% | -23.6% |
| 6M | -39.5% | +28.6% | -68.1% | -41.7% |
| YTD | -41.1% | +48.2% | -89.3% | -44.6% |
| 1Y | -37.9% | +50.9% | -88.9% | -41.8% |
| 3Y | +0.8% | +72.2% | -71.4% | -8.1% |
| 5Y | -4.7% | +91.1% | -95.7% | -16.1% |
| All | -4.7% | +88.6% | -93.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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