+0.8%
ROL vs MDY
+51.1%
-50.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | -6.9% | -3.1% | -3.8% | -6.1% |
| 3M | -24.6% | +1.8% | -26.4% | -25.1% |
| 6M | -39.5% | +10.8% | -50.3% | -41.6% |
| YTD | -41.1% | +14.4% | -55.5% | -43.7% |
| 1Y | -37.9% | +15.2% | -53.1% | -40.8% |
| 3Y | +0.8% | +51.2% | -50.4% | -16.1% |
| All | +0.8% | +51.1% | -50.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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