+4.0%
ROL vs COO
-25.3%
+29.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +9.5% | +4.7% | +4.8% | +8.5% |
| 30D | +22.9% | +13.9% | +9.0% | +20.0% |
| 3M | +3.5% | -14.9% | +18.5% | +6.2% |
| 6M | -29.4% | +2.0% | -31.4% | -30.0% |
| YTD | -36.1% | -23.9% | -12.1% | -33.4% |
| 1Y | -34.4% | -9.6% | -24.7% | -33.4% |
| 3Y | +4.0% | -25.4% | +29.4% | +3.8% |
| All | +4.0% | -25.3% | +29.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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