+6.1%
ROL vs PSA
+52.1%
-45.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +7.5% | +1.5% | +6.0% | +7.0% |
| 30D | +21.1% | +16.7% | +4.5% | +15.7% |
| 3M | +3.1% | +4.0% | -0.9% | +1.7% |
| 6M | -27.4% | +10.9% | -38.3% | -29.8% |
| YTD | -34.7% | +34.2% | -68.9% | -40.4% |
| 1Y | -32.9% | +26.6% | -59.6% | -37.8% |
| 3Y | +6.1% | +54.7% | -48.6% | -6.3% |
| All | +6.1% | +52.1% | -45.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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