-0.5%
ROL vs P
+276.6%
-277.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | -1.4% | +6.5% | -8.0% | -1.6% |
| 30D | -4.1% | +18.8% | -22.9% | -4.7% |
| 3M | -22.5% | +26.7% | -49.3% | -23.2% |
| 6M | -37.7% | +62.2% | -99.8% | -39.0% |
| YTD | -39.6% | +48.5% | -88.1% | -40.7% |
| 1Y | -36.0% | +26.4% | -62.4% | -37.1% |
| 3Y | -5.1% | +159.4% | -164.6% | -14.4% |
| All | -0.5% | +276.6% | -277.1% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling