+6.2%
ROL vs GD
+55.3%
-49.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | +11.7% | -3.9% | +15.6% | +12.9% |
| 30D | +27.7% | +8.1% | +19.6% | +25.0% |
| 3M | +3.7% | -6.8% | +10.4% | +5.4% |
| 6M | -27.8% | +3.0% | -30.8% | -28.6% |
| YTD | -34.7% | +7.8% | -42.5% | -36.4% |
| 1Y | -34.1% | +5.8% | -39.9% | -35.5% |
| All | +6.2% | +55.3% | -49.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling