-33.3%
ROL vs PPL
+1.0%
-34.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +20.8% | +4.3% | +16.5% | +19.2% |
| 3M | +3.7% | +2.9% | +0.8% | +2.5% |
| 6M | -27.7% | +1.1% | -28.8% | -28.2% |
| YTD | -34.9% | +4.5% | -39.4% | -35.5% |
| 1Y | -33.3% | +0.1% | -33.4% | -34.0% |
| All | -33.3% | +1.0% | -34.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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