-34.7%
ROL vs FRSH
+21.1%
-55.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.3% | +9.0% | +3.0% |
| 7D | +14.6% | -13.8% | +28.4% | +15.4% |
| 30D | +29.3% | +0.3% | +29.0% | +29.1% |
| 3M | +2.0% | +10.1% | -8.1% | +1.4% |
| 6M | -28.5% | +47.7% | -76.2% | -29.5% |
| YTD | -35.3% | +8.2% | -43.6% | -36.2% |
| 1Y | -34.7% | +21.4% | -56.1% | -36.3% |
| All | -34.7% | +21.1% | -55.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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