-33.2%
ROL vs P
+17.1%
-50.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.4% |
| 7D | +0.8% | -4.7% | +5.5% | +0.5% |
| 30D | +20.6% | -31.4% | +52.0% | +18.2% |
| 3M | +4.5% | -2.6% | +7.1% | +4.4% |
| 6M | -26.5% | +21.9% | -48.5% | -25.3% |
| YTD | -34.8% | +58.9% | -93.8% | -33.9% |
| 1Y | -33.2% | +21.7% | -54.9% | -32.0% |
| All | -33.2% | +17.1% | -50.3% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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