+6.2%
ROL vs PR
+61.1%
-54.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.8% | +0.9% |
| 7D | +11.7% | -16.5% | +28.3% | +11.5% |
| 30D | +27.7% | -4.5% | +32.2% | +27.4% |
| 3M | +3.7% | +8.5% | -4.9% | +3.2% |
| 6M | -27.8% | -3.3% | -24.4% | -28.0% |
| YTD | -34.7% | +55.7% | -90.4% | -35.4% |
| 1Y | -34.1% | +82.0% | -116.1% | -34.9% |
| All | +6.2% | +61.1% | -54.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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