+281.6%
ROL vs P
+449.6%
-168.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.4% | +17.4% | +2.1% |
| 7D | +11.7% | -31.9% | +43.6% | +14.4% |
| 30D | +27.7% | -36.5% | +64.2% | +31.1% |
| 3M | +3.7% | +11.6% | -7.9% | +1.6% |
| 6M | -27.8% | +25.2% | -53.0% | -30.4% |
| YTD | -34.7% | +39.4% | -74.1% | -38.0% |
| 1Y | -34.1% | -3.7% | -30.4% | -35.7% |
| 3Y | +5.9% | +167.3% | -161.4% | -10.7% |
| 5Y | +15.6% | +237.3% | -221.7% | -7.2% |
| 10Y | +226.5% | +698.6% | -472.1% | +134.4% |
| All | +281.6% | +449.6% | -168.1% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling