-34.7%
ROL vs D
+23.9%
-58.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.7% | +1.4% |
| 7D | +14.6% | +8.5% | +6.1% | +11.7% |
| 30D | +29.3% | +14.3% | +15.0% | +24.4% |
| 3M | +2.0% | +1.8% | +0.2% | +0.4% |
| 6M | -28.5% | +13.0% | -41.6% | -30.9% |
| YTD | -35.3% | +22.7% | -58.1% | -37.6% |
| 1Y | -34.7% | +22.6% | -57.3% | -37.0% |
| All | -34.7% | +23.9% | -58.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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