+4.0%
ROL vs CAPR
+214.7%
-210.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.7% | -2.1% |
| 7D | +9.5% | +41.1% | -31.6% | +9.4% |
| 30D | +22.9% | +11.1% | +11.8% | +22.9% |
| 3M | +3.5% | +115.3% | -111.8% | +3.5% |
| 6M | -29.4% | -73.8% | +44.4% | -29.4% |
| YTD | -36.1% | -68.8% | +32.8% | -36.1% |
| 1Y | -34.4% | +43.3% | -77.7% | -34.5% |
| 3Y | +4.0% | +214.7% | -210.7% | -1.8% |
| All | +4.0% | +214.7% | -210.7% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling