-37.9%
ROL vs HDB
-36.7%
-1.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.1% |
| 7D | -3.4% | -2.0% | -1.4% | -3.1% |
| 30D | -6.9% | -4.9% | -2.1% | -6.2% |
| 3M | -24.6% | -2.3% | -22.3% | -25.1% |
| 6M | -39.5% | -23.7% | -15.8% | -37.3% |
| YTD | -41.1% | -38.5% | -2.6% | -37.5% |
| 1Y | -37.9% | -36.5% | -1.5% | -34.1% |
| All | -37.9% | -36.7% | -1.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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