-36.0%
ROL vs GEN
+5.4%
-41.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.3% |
| 30D | -4.1% | +10.1% | -14.2% | -5.1% |
| 3M | -22.5% | +16.1% | -38.6% | -23.9% |
| 6M | -37.7% | +38.9% | -76.5% | -39.2% |
| YTD | -39.6% | +14.4% | -54.0% | -36.9% |
| 1Y | -36.0% | +5.9% | -41.9% | -28.3% |
| All | -36.0% | +5.4% | -41.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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