+14.0%
ROL vs PR
+222.5%
-208.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | +9.5% | -16.4% | +25.9% | +10.3% |
| 30D | +22.9% | -1.9% | +24.8% | +22.8% |
| 3M | +3.5% | +8.0% | -4.4% | +2.8% |
| 6M | -29.4% | +4.1% | -33.5% | -29.8% |
| YTD | -36.1% | +58.7% | -94.7% | -38.1% |
| 1Y | -34.4% | +75.8% | -110.2% | -36.8% |
| 3Y | +4.0% | +73.2% | -69.2% | -1.1% |
| All | +14.0% | +222.5% | -208.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling