-36.0%
ROL vs DOC
+23.9%
-59.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | -1.4% | -1.5% | 0.0% | -1.1% |
| 30D | -4.1% | -4.8% | +0.7% | -3.1% |
| 3M | -22.5% | +6.9% | -29.4% | -23.4% |
| 6M | -37.7% | +20.7% | -58.4% | -39.2% |
| YTD | -39.6% | +34.1% | -73.7% | -42.8% |
| 1Y | -36.0% | +22.6% | -58.7% | -38.1% |
| All | -36.0% | +23.9% | -59.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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