+0.1%
ROL vs IDXX
+7.6%
-7.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | -5.7% | +2.6% | -2.2% |
| 30D | -4.9% | -11.5% | +6.6% | -3.0% |
| 3M | -25.8% | -9.5% | -16.3% | -24.7% |
| 6M | -37.6% | -16.0% | -21.6% | -36.0% |
| YTD | -41.5% | -25.4% | -16.1% | -39.1% |
| 1Y | -39.5% | -21.8% | -17.7% | -37.5% |
| 3Y | +0.1% | +7.0% | -6.9% | -2.4% |
| All | +0.1% | +7.6% | -7.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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