-38.9%
ROL vs DBX
+12.9%
-51.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.3% |
| 7D | -3.3% | +0.3% | -3.5% | -3.3% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -27.0% | +26.1% | -53.1% | -28.0% |
| 6M | -39.5% | +29.4% | -68.9% | -39.9% |
| YTD | -41.8% | +24.4% | -66.2% | -42.1% |
| 1Y | -38.9% | +10.9% | -49.7% | -38.7% |
| All | -38.9% | +12.9% | -51.7% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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