+4.7%
ROL vs MTCH
+47.1%
-42.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | +3.0% | +6.7% | -3.7% | +2.3% |
| 30D | +19.8% | -1.8% | +21.6% | +19.9% |
| 3M | +7.9% | +12.2% | -4.3% | +6.5% |
| 6M | -25.6% | +16.6% | -42.3% | -27.0% |
| YTD | -34.1% | +31.8% | -66.0% | -36.2% |
| 1Y | -31.4% | +30.8% | -62.2% | -33.5% |
| 3Y | +4.7% | +49.6% | -45.0% | -0.4% |
| All | +4.7% | +47.1% | -42.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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