-31.4%
ROL vs CP
+31.6%
-63.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | +3.0% | +2.1% | +0.8% | +2.3% |
| 30D | +19.8% | +9.3% | +10.4% | +16.7% |
| 3M | +7.9% | +0.5% | +7.4% | +7.3% |
| 6M | -25.6% | +10.4% | -36.1% | -27.7% |
| YTD | -34.1% | +28.7% | -62.8% | -37.4% |
| 1Y | -31.4% | +33.2% | -64.6% | -35.6% |
| All | -31.4% | +31.6% | -63.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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