-33.3%
ROL vs DG
+41.0%
-74.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +3.4% | +5.2% | -1.8% | +2.3% |
| 30D | +20.8% | +7.9% | +12.8% | +18.9% |
| 3M | +3.7% | +12.7% | -9.0% | +1.5% |
| 6M | -27.7% | +22.4% | -50.1% | -29.7% |
| YTD | -34.9% | +5.4% | -40.3% | -37.0% |
| 1Y | -33.3% | +39.4% | -72.7% | -36.3% |
| All | -33.3% | +41.0% | -74.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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