+4.6%
ROL vs PBF
+64.9%
-60.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -1.4% | +4.3% | -5.7% | -1.4% |
| 30D | -4.1% | +22.0% | -26.1% | -3.9% |
| 3M | -22.5% | +74.5% | -97.0% | -21.9% |
| 6M | -37.7% | +67.7% | -105.3% | -37.2% |
| YTD | -39.6% | +179.2% | -218.8% | -39.2% |
| 1Y | -36.0% | +170.0% | -206.0% | -35.5% |
| All | +4.6% | +64.9% | -60.3% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling