+4.6%
ROL vs PAAS
+250.5%
-245.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | -4.1% | +6.8% | -10.9% | -4.5% |
| 3M | -22.5% | -2.9% | -19.6% | -22.5% |
| 6M | -37.7% | -16.4% | -21.2% | -37.2% |
| YTD | -39.6% | 0.0% | -39.6% | -39.9% |
| 1Y | -36.0% | +54.3% | -90.3% | -38.5% |
| All | +4.6% | +250.5% | -245.9% | -6.9% |
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