-34.7%
ROL vs CAPR
+47.4%
-82.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +2.8% |
| 7D | +14.6% | +43.2% | -28.6% | +14.6% |
| 30D | +29.3% | +14.7% | +14.6% | +29.2% |
| 3M | +2.0% | +113.9% | -111.9% | +2.1% |
| 6M | -28.5% | -73.4% | +44.8% | -28.6% |
| YTD | -35.3% | -69.1% | +33.8% | -35.4% |
| 1Y | -34.7% | +47.2% | -81.9% | -34.3% |
| All | -34.7% | +47.4% | -82.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling