-38.9%
ROL vs PBF
+172.0%
-210.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -3.3% | +1.4% | -4.6% | -3.3% |
| 30D | -7.2% | +15.8% | -23.1% | -7.1% |
| 3M | -27.0% | +90.3% | -117.2% | -25.8% |
| 6M | -39.5% | +102.8% | -142.3% | -38.7% |
| YTD | -41.8% | +187.3% | -229.1% | -41.3% |
| 1Y | -38.9% | +161.8% | -200.7% | -38.0% |
| All | -38.9% | +172.0% | -210.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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