+241.0%
ROL vs PR
+169.5%
+71.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | -4.1% | +18.0% | -22.1% | -4.2% |
| 3M | -22.5% | +16.9% | -39.4% | -22.6% |
| 6M | -37.7% | +28.2% | -65.9% | -37.8% |
| YTD | -39.6% | +69.3% | -108.9% | -39.9% |
| 1Y | -36.0% | +69.5% | -105.5% | -36.4% |
| 3Y | -5.1% | +81.7% | -86.8% | -5.9% |
| 5Y | -3.4% | +422.2% | -425.6% | -4.8% |
| 10Y | +215.2% | +110.4% | +104.9% | +265.4% |
| All | +241.0% | +169.5% | +71.5% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling