+4.7%
ROL vs CHRW
+80.1%
-75.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +3.0% | +7.3% | -4.3% | +1.9% |
| 30D | +19.8% | -3.6% | +23.4% | +20.3% |
| 3M | +7.9% | -9.6% | +17.5% | +9.2% |
| 6M | -25.6% | -17.0% | -8.6% | -24.3% |
| YTD | -34.1% | -15.4% | -18.7% | -32.6% |
| 1Y | -31.4% | -10.0% | -21.4% | -30.2% |
| 3Y | +4.7% | +82.2% | -77.5% | +2.5% |
| All | +4.7% | +80.1% | -75.5% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling