+6.2%
ROL vs PL
+403.1%
-396.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.1% | +11.1% | +1.0% |
| 7D | +11.7% | -20.5% | +32.3% | +11.7% |
| 30D | +27.7% | -38.8% | +66.5% | +27.8% |
| 3M | +3.7% | -49.1% | +52.8% | +3.9% |
| 6M | -27.8% | -69.4% | +41.6% | -27.5% |
| YTD | -34.7% | -42.3% | +7.7% | -35.3% |
| 1Y | -34.1% | -14.2% | -19.9% | -35.3% |
| All | +6.2% | +403.1% | -396.9% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling