+4.0%
ROL vs IT
-51.0%
+55.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.7% |
| 7D | +9.5% | -16.9% | +26.4% | +11.5% |
| 30D | +22.9% | +2.3% | +20.6% | +22.4% |
| 3M | +3.5% | +2.9% | +0.7% | +2.8% |
| 6M | -29.4% | +25.9% | -55.2% | -31.9% |
| YTD | -36.1% | -24.6% | -11.4% | -34.5% |
| 1Y | -34.4% | -16.0% | -18.3% | -33.8% |
| 3Y | +4.0% | -51.6% | +55.6% | +8.5% |
| All | +4.0% | -51.0% | +55.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling