+4.0%
ROL vs PAAS
+182.2%
-178.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.2% |
| 7D | +9.5% | +8.4% | +1.1% | +9.1% |
| 30D | +22.9% | -7.2% | +30.1% | +23.2% |
| 3M | +3.5% | -14.0% | +17.6% | +4.0% |
| 6M | -29.4% | -26.8% | -2.6% | -28.5% |
| YTD | -36.1% | -19.8% | -16.3% | -35.8% |
| 1Y | -34.4% | +22.8% | -57.2% | -35.9% |
| 3Y | +4.0% | +183.6% | -179.6% | -6.1% |
| All | +4.0% | +182.2% | -178.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling