-39.5%
ROL vs GNRC
+0.9%
-40.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.9% | -15.7% | +10.8% | -5.5% |
| 3M | -25.8% | -27.3% | +1.5% | -26.9% |
| 6M | -37.6% | -12.1% | -25.5% | -38.8% |
| YTD | -41.5% | +37.1% | -78.6% | -42.1% |
| 1Y | -39.5% | -0.5% | -39.0% | -41.3% |
| All | -39.5% | +0.9% | -40.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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