+531.1%
ROL vs MTUM
+608.1%
-77.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | -3.4% | +4.1% | -7.5% | -5.3% |
| 30D | -6.9% | -0.2% | -6.7% | -7.0% |
| 3M | -24.6% | -1.9% | -22.7% | -25.2% |
| 6M | -39.5% | +28.1% | -67.6% | -48.7% |
| YTD | -41.1% | +23.6% | -64.7% | -49.2% |
| 1Y | -37.9% | +26.1% | -64.1% | -47.4% |
| 3Y | +0.8% | +116.8% | -116.0% | -40.5% |
| 5Y | -4.7% | +80.0% | -84.7% | -37.3% |
| 10Y | +207.9% | +346.4% | -138.5% | +4.1% |
| All | +531.1% | +608.1% | -77.0% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling