+206.6%
ROL vs HALO
+979.6%
-773.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | -2.7% | -0.4% | -2.8% |
| 30D | -4.9% | +5.3% | -10.2% | -5.5% |
| 3M | -25.8% | +51.6% | -77.4% | -29.7% |
| 6M | -37.6% | +61.3% | -98.8% | -41.3% |
| YTD | -41.5% | +59.3% | -100.8% | -45.0% |
| 1Y | -39.5% | +38.3% | -77.7% | -42.2% |
| 3Y | +0.1% | +185.9% | -185.7% | -14.7% |
| 5Y | -4.6% | +159.9% | -164.5% | -19.1% |
| All | +206.6% | +979.6% | -773.0% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded HALO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling