-33.3%
ROL vs D
+16.4%
-49.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.4% | +2.4% | +1.0% | +2.6% |
| 30D | +20.8% | +10.9% | +9.8% | +17.1% |
| 3M | +3.7% | +2.8% | +0.9% | +2.1% |
| 6M | -27.7% | +12.7% | -40.4% | -29.8% |
| YTD | -34.9% | +20.3% | -55.2% | -37.1% |
| 1Y | -33.3% | +17.1% | -50.4% | -35.6% |
| All | -33.3% | +16.4% | -49.7% | -35.6% |
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