-30.0%
ROL vs MULL
+2,481.0%
-2,511.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.6% |
| 7D | -3.4% | +14.0% | -17.4% | -3.1% |
| 30D | -6.9% | +24.8% | -31.8% | -6.4% |
| 3M | -24.6% | -16.1% | -8.5% | -24.2% |
| 6M | -39.5% | +330.9% | -370.4% | -38.9% |
| YTD | -41.1% | +545.0% | -586.1% | -40.5% |
| 1Y | -37.9% | +2,427.1% | -2,465.1% | -38.0% |
| All | -30.0% | +2,481.0% | -2,511.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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