-34.7%
ROL vs CHRW
-10.6%
-24.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +14.6% | +4.9% | +9.7% | +13.4% |
| 30D | +29.3% | -4.8% | +34.1% | +30.3% |
| 3M | +2.0% | -13.1% | +15.1% | +4.4% |
| 6M | -28.5% | -16.3% | -12.2% | -27.6% |
| YTD | -35.3% | -15.8% | -19.5% | -32.3% |
| 1Y | -34.7% | -11.1% | -23.6% | -33.1% |
| All | -34.7% | -10.6% | -24.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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