-34.7%
ROL vs PAAS
+24.3%
-59.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.6% | +2.7% |
| 7D | +14.6% | -1.1% | +15.7% | +14.5% |
| 30D | +29.3% | -8.5% | +37.7% | +29.3% |
| 3M | +2.0% | -7.3% | +9.3% | +1.8% |
| 6M | -28.5% | -18.3% | -10.3% | -28.5% |
| YTD | -35.3% | -19.2% | -16.2% | -34.2% |
| 1Y | -34.7% | +26.1% | -60.8% | -32.7% |
| All | -34.7% | +24.3% | -59.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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