-0.4%
ROL vs FRSH
-72.0%
+71.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.2% |
| 7D | -3.4% | -10.1% | +6.7% | -2.7% |
| 30D | -6.9% | +2.2% | -9.1% | -7.1% |
| 3M | -24.6% | +28.6% | -53.2% | -26.0% |
| 6M | -39.5% | +40.2% | -79.7% | -41.1% |
| YTD | -41.1% | -1.2% | -39.9% | -41.4% |
| 1Y | -37.9% | -7.9% | -30.0% | -38.0% |
| 3Y | +0.8% | -44.7% | +45.5% | +3.4% |
| All | -0.4% | -72.0% | +71.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling