-38.9%
ROL vs CLX
-25.2%
-13.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -3.3% | -4.9% | +1.7% | -2.0% |
| 30D | -7.2% | -15.8% | +8.6% | -3.2% |
| 3M | -27.0% | -7.9% | -19.0% | -25.7% |
| 6M | -39.5% | -19.0% | -20.5% | -36.1% |
| YTD | -41.8% | -7.9% | -33.9% | -41.6% |
| 1Y | -38.9% | -25.4% | -13.5% | -32.3% |
| All | -38.9% | -25.2% | -13.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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