-34.7%
ROL vs MXL
+276.5%
-311.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -11.1% | +13.9% | +2.2% |
| 7D | +14.6% | -24.3% | +38.9% | +13.2% |
| 30D | +29.3% | -46.1% | +75.4% | +26.4% |
| 3M | +2.0% | -21.8% | +23.8% | +1.3% |
| 6M | -28.5% | -27.2% | -1.3% | -29.2% |
| YTD | -35.3% | +226.2% | -261.5% | -37.7% |
| 1Y | -34.7% | +297.0% | -331.7% | -38.2% |
| All | -34.7% | +276.5% | -311.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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