-0.4%
ROL vs FRSH
-46.2%
+45.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -3.3% | -9.6% | +6.3% | -2.9% |
| 30D | -7.2% | -0.4% | -6.8% | -7.2% |
| 3M | -27.0% | +27.2% | -54.2% | -27.6% |
| 6M | -39.5% | +42.2% | -81.7% | -40.4% |
| YTD | -41.8% | -2.6% | -39.2% | -42.0% |
| 1Y | -38.9% | -10.2% | -28.7% | -38.9% |
| All | -0.4% | -46.2% | +45.8% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling