-34.7%
ROL vs GD
+9.0%
-43.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.3% | +3.3% |
| 7D | +14.6% | +3.0% | +11.6% | +13.8% |
| 30D | +29.3% | +10.5% | +18.7% | +26.8% |
| 3M | +2.0% | -5.0% | +7.0% | +2.3% |
| 6M | -28.5% | +5.5% | -34.0% | -29.7% |
| YTD | -35.3% | +10.3% | -45.7% | -36.6% |
| 1Y | -34.7% | +8.2% | -42.8% | -35.7% |
| All | -34.7% | +9.0% | -43.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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