+7.3%
ROL vs PL
+84.9%
-77.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.4% | -9.3% | +7.9% | -1.2% |
| 30D | -4.1% | -18.9% | +14.8% | -3.5% |
| 3M | -22.5% | -58.4% | +35.9% | -20.7% |
| 6M | -37.7% | -30.3% | -7.4% | -37.8% |
| YTD | -39.6% | -8.1% | -31.5% | -40.6% |
| 1Y | -36.0% | +180.5% | -216.5% | -40.6% |
| 3Y | -5.1% | +444.1% | -449.3% | -17.9% |
| 5Y | -3.4% | +83.0% | -86.4% | -14.5% |
| All | +7.3% | +84.9% | -77.6% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling