-34.7%
ROL vs HRB
+16.9%
-51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +2.3% |
| 7D | +14.6% | +16.0% | -1.5% | +12.9% |
| 30D | +29.3% | +32.1% | -2.8% | +26.3% |
| 3M | +2.0% | +21.5% | -19.5% | +0.1% |
| 6M | -28.5% | +82.1% | -110.6% | -31.4% |
| YTD | -35.3% | +31.6% | -66.9% | -37.8% |
| 1Y | -34.7% | +15.9% | -50.6% | -36.5% |
| All | -34.7% | +16.9% | -51.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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