+4.0%
ROL vs CP
+26.5%
-22.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | +9.5% | +2.8% | +6.7% | +9.0% |
| 30D | +22.9% | +10.2% | +12.7% | +21.0% |
| 3M | +3.5% | +2.4% | +1.2% | +3.1% |
| 6M | -29.4% | +7.7% | -37.1% | -30.3% |
| YTD | -36.1% | +26.0% | -62.0% | -38.2% |
| 1Y | -34.4% | +34.6% | -69.0% | -37.1% |
| 3Y | +4.0% | +26.7% | -22.7% | 0.0% |
| All | +4.0% | +26.5% | -22.5% | 0.0% |
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