+92.9%
ROL vs DBX
+11.7%
+81.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +3.4% | -7.3% | +10.7% | +4.6% |
| 30D | +20.8% | -5.7% | +26.5% | +21.8% |
| 3M | +3.7% | -6.3% | +10.1% | +4.6% |
| 6M | -27.7% | +12.1% | -39.8% | -29.4% |
| YTD | -34.9% | +16.5% | -51.5% | -37.1% |
| 1Y | -33.3% | +6.1% | -39.4% | -34.6% |
| 3Y | +4.3% | +21.8% | -17.4% | -2.3% |
| 5Y | +15.0% | +19.1% | -4.1% | +6.2% |
| All | +92.9% | +11.7% | +81.2% | +62.8% |
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