-37.9%
ROL vs CAPR
+35.6%
-73.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.5% |
| 7D | -3.4% | -9.5% | +6.1% | -3.4% |
| 30D | -6.9% | +121.5% | -128.5% | -6.8% |
| 3M | -24.6% | -65.4% | +40.8% | -24.6% |
| 6M | -39.5% | -67.5% | +28.0% | -39.6% |
| YTD | -41.1% | -68.6% | +27.5% | -41.1% |
| 1Y | -37.9% | +42.7% | -80.6% | -38.0% |
| All | -37.9% | +35.6% | -73.6% | -38.0% |
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