-34.7%
ROL vs IT
-17.9%
-16.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.6% |
| 7D | +14.6% | -5.5% | +20.0% | +14.8% |
| 30D | +29.3% | +10.3% | +18.9% | +27.9% |
| 3M | +2.0% | +11.5% | -9.5% | +0.7% |
| 6M | -28.5% | +40.3% | -68.8% | -31.1% |
| YTD | -35.3% | -17.9% | -17.5% | -34.7% |
| 1Y | -34.7% | -8.8% | -25.9% | -35.1% |
| All | -34.7% | -17.9% | -16.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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