-38.9%
ROL vs IT
-30.5%
-8.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -3.3% | -9.1% | +5.9% | -2.7% |
| 30D | -7.2% | -12.2% | +4.9% | -6.5% |
| 3M | -27.0% | +7.8% | -34.8% | -27.8% |
| 6M | -39.5% | +2.0% | -41.5% | -40.1% |
| YTD | -41.8% | -32.7% | -9.1% | -40.6% |
| 1Y | -38.9% | -31.1% | -7.8% | -37.8% |
| All | -38.9% | -30.5% | -8.4% | -37.8% |
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