-1.6%
ROL vs DOC
+20.8%
-22.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 3M | -22.5% | +6.9% | -29.4% | -23.5% |
| 6M | -37.7% | +20.7% | -58.4% | -39.9% |
| YTD | -39.6% | +34.1% | -73.7% | -43.0% |
| 1Y | -36.0% | +22.6% | -58.7% | -38.6% |
| All | -1.6% | +20.8% | -22.4% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling