+3,540.3%
ROL vs PAAS
+1,235.6%
+2,304.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -22.5% | -2.9% | -19.6% | -22.6% |
| 6M | -37.7% | -16.4% | -21.2% | -37.4% |
| YTD | -39.6% | 0.0% | -39.6% | -39.9% |
| 1Y | -36.0% | +54.3% | -90.3% | -37.7% |
| 3Y | -5.1% | +230.7% | -235.8% | -11.3% |
| 5Y | -3.4% | +111.6% | -115.0% | -8.7% |
| 10Y | +215.2% | +211.7% | +3.5% | +188.7% |
| All | +3,540.3% | +1,235.6% | +2,304.7% | +3,331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling