-33.1%
ROL vs M
+25.7%
-58.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +0.9% |
| 7D | +7.5% | +2.5% | +5.0% | +6.9% |
| 30D | +21.1% | +10.1% | +11.1% | +19.4% |
| 3M | +3.1% | -0.9% | +4.1% | +2.6% |
| 6M | -27.4% | +30.2% | -57.6% | -29.0% |
| YTD | -34.7% | +16.3% | -51.0% | -35.3% |
| All | -33.1% | +25.7% | -58.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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