-36.0%
ROL vs HRB
+1.1%
-37.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.7% |
| 7D | -1.4% | -5.7% | +4.2% | -1.0% |
| 30D | -4.1% | +7.9% | -12.0% | -4.7% |
| 3M | -22.5% | +32.1% | -54.6% | -24.5% |
| 6M | -37.7% | +62.2% | -99.9% | -40.3% |
| YTD | -39.6% | +16.4% | -56.0% | -38.8% |
| 1Y | -36.0% | -0.3% | -35.7% | -31.2% |
| All | -36.0% | +1.1% | -37.1% | -31.2% |
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