+12.7%
ROL vs PAAS
+51.0%
-38.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.1% |
| 7D | -1.7% | -7.0% | +5.4% | -1.1% |
| 30D | +18.5% | -15.3% | +33.8% | +19.9% |
| 3M | +4.3% | -27.7% | +32.1% | +6.8% |
| 6M | -27.7% | -40.5% | +12.7% | -24.9% |
| YTD | -35.8% | -26.5% | -9.3% | -35.0% |
| 1Y | -34.1% | -0.8% | -33.3% | -35.5% |
| 3Y | +2.9% | +196.9% | -194.0% | -14.9% |
| 5Y | +12.7% | +49.2% | -36.4% | +8.7% |
| All | +12.7% | +51.0% | -38.2% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling