+16.0%
ROL vs M
-3.3%
+19.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.4% |
| 7D | +3.0% | +7.0% | -4.0% | +2.4% |
| 30D | +19.8% | +8.9% | +10.9% | +18.9% |
| 3M | +7.9% | +4.5% | +3.4% | +7.4% |
| 6M | -25.6% | +36.2% | -61.8% | -27.6% |
| YTD | -34.1% | +15.1% | -49.3% | -35.1% |
| 1Y | -31.4% | +27.4% | -58.8% | -33.0% |
| 3Y | +4.7% | +160.1% | -155.5% | -6.6% |
| All | +16.0% | -3.3% | +19.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling