-0.4%
ROL vs GWRE
+49.2%
-49.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -3.2% | -30.9% | +27.7% | -1.5% |
| 30D | -6.6% | -20.7% | +14.1% | -5.7% |
| 3M | -27.3% | +20.2% | -47.5% | -28.2% |
| 6M | -38.1% | -11.9% | -26.2% | -38.1% |
| YTD | -41.8% | -30.3% | -11.5% | -40.9% |
| 1Y | -37.8% | -44.6% | +6.8% | -35.9% |
| All | -0.4% | +49.2% | -49.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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