-0.4%
ROL vs HALO
+178.6%
-179.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -3.3% | -2.1% | -1.2% | -3.1% |
| 30D | -7.2% | +4.6% | -11.9% | -7.6% |
| 3M | -27.0% | +50.2% | -77.2% | -29.9% |
| 6M | -39.5% | +57.6% | -97.1% | -42.2% |
| YTD | -41.8% | +59.6% | -101.4% | -44.5% |
| 1Y | -38.9% | +41.2% | -80.0% | -41.1% |
| All | -0.4% | +178.6% | -179.0% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling