+13.6%
ROL vs CP
+24.4%
-10.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | +9.5% | +2.8% | +6.7% | +8.7% |
| 30D | +22.9% | +10.2% | +12.7% | +19.8% |
| 3M | +3.5% | +2.4% | +1.2% | +2.8% |
| 6M | -29.4% | +7.7% | -37.1% | -30.9% |
| YTD | -36.1% | +26.0% | -62.0% | -40.1% |
| 1Y | -34.4% | +34.6% | -69.0% | -39.6% |
| 3Y | +4.0% | +26.7% | -22.7% | -5.2% |
| All | +13.6% | +24.4% | -10.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling