+4.0%
ROL vs P
+175.5%
-171.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.0% |
| 7D | +9.5% | -23.8% | +33.3% | +8.8% |
| 30D | +22.9% | -36.6% | +59.6% | +21.8% |
| 3M | +3.5% | +10.9% | -7.3% | +3.3% |
| 6M | -29.4% | +30.0% | -59.4% | -29.5% |
| YTD | -36.1% | +44.4% | -80.4% | -36.2% |
| 1Y | -34.4% | +3.9% | -38.3% | -34.3% |
| 3Y | +4.0% | +176.6% | -172.6% | +2.6% |
| All | +4.0% | +175.5% | -171.5% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling