-39.5%
ROL vs MKTX
-10.6%
-28.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | -0.2% | -2.9% | -3.1% |
| 30D | -4.9% | +0.7% | -5.6% | -4.9% |
| 3M | -25.8% | +40.8% | -66.6% | -28.2% |
| 6M | -37.6% | -8.0% | -29.6% | -35.4% |
| YTD | -41.5% | -8.7% | -32.7% | -39.2% |
| 1Y | -39.5% | -11.8% | -27.6% | -34.7% |
| All | -39.5% | -10.6% | -28.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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