-34.7%
ROL vs CCJ
-26.2%
-8.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.7% |
| 7D | +14.6% | -14.5% | +29.1% | +14.2% |
| 30D | +29.3% | -18.1% | +47.3% | +28.7% |
| 3M | +2.0% | -23.0% | +25.0% | +1.5% |
| 6M | -28.5% | -39.4% | +10.9% | -28.9% |
| YTD | -35.3% | -21.7% | -13.7% | -35.8% |
| 1Y | -34.7% | -25.9% | -8.8% | -34.7% |
| All | -34.7% | -26.2% | -8.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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