+2,024.9%
ROL vs HALO
+2,448.5%
-423.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -3.4% | +0.5% | -4.0% | -3.5% |
| 30D | -6.9% | +5.0% | -12.0% | -7.5% |
| 3M | -24.6% | +53.1% | -77.7% | -28.7% |
| 6M | -39.5% | +60.8% | -100.3% | -43.2% |
| YTD | -41.1% | +60.9% | -102.0% | -44.8% |
| 1Y | -37.9% | +42.8% | -80.7% | -41.1% |
| 3Y | +0.8% | +181.3% | -180.5% | -13.9% |
| 5Y | -4.7% | +157.6% | -162.3% | -18.9% |
| 10Y | +207.9% | +910.4% | -702.5% | +110.7% |
| All | +2,024.9% | +2,448.5% | -423.5% | +1,041.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling