+0.8%
ROL vs CCJ
+174.2%
-173.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.6% |
| 7D | -3.4% | +5.9% | -9.4% | -3.5% |
| 30D | -6.9% | +4.7% | -11.6% | -7.0% |
| 3M | -24.6% | -3.3% | -21.3% | -24.6% |
| 6M | -39.5% | -7.0% | -32.5% | -39.5% |
| YTD | -41.1% | +11.5% | -52.6% | -41.4% |
| 1Y | -37.9% | +32.3% | -70.2% | -38.7% |
| 3Y | +0.8% | +176.8% | -176.0% | -7.3% |
| All | +0.8% | +174.2% | -173.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling