-1.6%
ROL vs CP
+17.1%
-18.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | -2.7% | +1.2% | -1.0% |
| 30D | -4.1% | +0.2% | -4.3% | -4.1% |
| 3M | -22.5% | +2.6% | -25.1% | -22.9% |
| 6M | -37.7% | +6.0% | -43.6% | -38.4% |
| YTD | -39.6% | +24.9% | -64.5% | -41.6% |
| 1Y | -36.0% | +20.1% | -56.1% | -37.9% |
| All | -1.6% | +17.1% | -18.7% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling