-37.9%
ROL vs CHRW
+20.6%
-58.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -3.4% | +1.9% | -5.4% | -3.9% |
| 30D | -6.9% | +0.9% | -7.9% | -7.2% |
| 3M | -24.6% | -19.9% | -4.7% | -20.9% |
| 6M | -39.5% | -15.8% | -23.7% | -37.8% |
| YTD | -41.1% | -5.6% | -35.5% | -41.2% |
| 1Y | -37.9% | +21.0% | -59.0% | -42.1% |
| All | -37.9% | +20.6% | -58.5% | -42.1% |
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