+6.2%
ROL vs DOC
+43.2%
-36.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +11.7% | +6.2% | +5.5% | +10.3% |
| 30D | +27.7% | +6.5% | +21.2% | +26.0% |
| 3M | +3.7% | -6.2% | +9.9% | +4.8% |
| 6M | -27.8% | +25.6% | -53.4% | -30.9% |
| YTD | -34.7% | +32.1% | -66.8% | -38.2% |
| 1Y | -34.1% | +20.3% | -54.4% | -36.5% |
| All | +6.2% | +43.2% | -36.9% | +1.6% |
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