-2.0%
ROL vs MTUM
+78.7%
-80.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -4.9% | -2.4% | -2.5% | -4.4% |
| 3M | -25.8% | -3.6% | -22.2% | -25.7% |
| 6M | -37.6% | +23.7% | -61.2% | -43.3% |
| YTD | -41.5% | +22.9% | -64.4% | -46.8% |
| 1Y | -39.5% | +21.8% | -61.2% | -45.0% |
| 3Y | +0.1% | +114.4% | -114.3% | -32.4% |
| All | -2.0% | +78.7% | -80.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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