-31.4%
ROL vs DD
+27.9%
-59.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +3.0% | +5.0% | -2.0% | +2.2% |
| 30D | +19.8% | +19.7% | +0.1% | +16.6% |
| 3M | +7.9% | +7.2% | +0.7% | +6.5% |
| 6M | -25.6% | +1.0% | -26.7% | -25.8% |
| YTD | -34.1% | +29.1% | -63.2% | -34.9% |
| 1Y | -31.4% | +28.5% | -59.9% | -32.1% |
| All | -31.4% | +27.9% | -59.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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