+13.6%
ROL vs PL
+20.8%
-7.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.4% | -12.5% | -2.3% |
| 7D | +9.5% | -6.8% | +16.3% | +9.6% |
| 30D | +22.9% | -29.3% | +52.2% | +23.9% |
| 3M | +3.5% | -44.8% | +48.3% | +5.1% |
| 6M | -29.4% | -68.4% | +39.0% | -27.5% |
| YTD | -36.1% | -36.4% | +0.3% | -36.6% |
| 1Y | -34.4% | +0.7% | -35.1% | -36.4% |
| 3Y | +4.0% | +455.3% | -451.3% | -11.6% |
| All | +13.6% | +20.8% | -7.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling