+90.3%
ROL vs DBX
+15.6%
+74.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | -1.7% | -6.3% | +4.6% | -0.7% |
| 30D | +18.5% | -5.9% | +24.4% | +19.6% |
| 3M | +4.3% | -0.4% | +4.7% | +4.1% |
| 6M | -27.7% | +29.8% | -57.6% | -31.1% |
| YTD | -35.8% | +20.5% | -56.3% | -38.3% |
| 1Y | -34.1% | +8.7% | -42.8% | -35.6% |
| 3Y | +2.9% | +25.9% | -23.0% | -4.1% |
| 5Y | +12.7% | +24.2% | -11.4% | +3.4% |
| All | +90.3% | +15.6% | +74.8% | +59.7% |
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 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