+13.6%
ROL vs DAR
-41.1%
+54.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +9.5% | -9.9% | +19.4% | +10.5% |
| 30D | +22.9% | -16.4% | +39.3% | +24.8% |
| 3M | +3.5% | -17.1% | +20.6% | +5.0% |
| 6M | -29.4% | -20.5% | -8.9% | -28.1% |
| YTD | -36.1% | +39.4% | -75.5% | -38.8% |
| 1Y | -34.4% | +57.2% | -91.6% | -38.1% |
| 3Y | +4.0% | +13.9% | -9.9% | 0.0% |
| All | +13.6% | -41.1% | +54.6% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling