-1.6%
ROL vs DAR
+6.3%
-8.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -4.1% | +12.8% | -16.9% | -4.7% |
| 3M | -22.5% | +7.4% | -29.9% | -22.8% |
| 6M | -37.7% | +22.3% | -59.9% | -38.3% |
| YTD | -39.6% | +81.1% | -120.7% | -41.4% |
| 1Y | -36.0% | +106.5% | -142.5% | -38.4% |
| All | -1.6% | +6.3% | -8.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling