+79.1%
ROL vs DBX
+20.1%
+59.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.8% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -4.1% | -0.5% | -3.6% | -4.1% |
| 3M | -22.5% | +28.1% | -50.6% | -25.7% |
| 6M | -37.7% | +33.1% | -70.8% | -40.9% |
| YTD | -39.6% | +25.3% | -64.9% | -42.2% |
| 1Y | -36.0% | +18.3% | -54.4% | -38.4% |
| 3Y | -5.1% | +25.0% | -30.2% | -11.4% |
| 5Y | -3.4% | +7.5% | -10.9% | -9.0% |
| All | +79.1% | +20.1% | +59.0% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling