-34.7%
ROL vs PL
-0.6%
-34.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.1% | +2.6% |
| 7D | +14.6% | -11.7% | +26.3% | +14.2% |
| 30D | +29.3% | -27.1% | +56.4% | +28.3% |
| 3M | +2.0% | -44.6% | +46.6% | +0.9% |
| 6M | -28.5% | -67.2% | +38.6% | -29.6% |
| YTD | -35.3% | -35.9% | +0.5% | -37.6% |
| 1Y | -34.7% | -0.4% | -34.3% | -38.4% |
| All | -34.7% | -0.6% | -34.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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