-34.7%
ROL vs DAR
+63.3%
-98.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.2% | +2.7% |
| 7D | +14.6% | -5.7% | +20.3% | +14.5% |
| 30D | +29.3% | -16.6% | +45.9% | +29.4% |
| 3M | +2.0% | -13.1% | +15.1% | +1.4% |
| 6M | -28.5% | -18.8% | -9.8% | -28.6% |
| YTD | -35.3% | +45.3% | -80.6% | -38.6% |
| 1Y | -34.7% | +60.6% | -95.3% | -38.5% |
| All | -34.7% | +63.3% | -98.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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