-34.7%
ROL vs NYT
+16.5%
-51.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +14.6% | -3.9% | +18.4% | +15.1% |
| 30D | +29.3% | +4.3% | +25.0% | +28.5% |
| 3M | +2.0% | -11.7% | +13.7% | +3.6% |
| 6M | -28.5% | -14.4% | -14.1% | -27.6% |
| YTD | -35.3% | -3.0% | -32.3% | -34.3% |
| 1Y | -34.7% | +16.5% | -51.2% | -32.5% |
| All | -34.7% | +16.5% | -51.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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