+13.6%
ROL vs DD
+58.5%
-44.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +9.5% | +4.6% | +4.9% | +8.5% |
| 30D | +22.9% | +11.8% | +11.2% | +20.3% |
| 3M | +3.5% | +2.2% | +1.4% | +3.0% |
| 6M | -29.4% | -1.6% | -27.7% | -29.4% |
| YTD | -36.1% | +23.0% | -59.1% | -39.0% |
| 1Y | -34.4% | +26.9% | -61.3% | -37.8% |
| 3Y | +4.0% | +77.9% | -73.9% | -10.5% |
| All | +13.6% | +58.5% | -44.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling