+0.8%
ROL vs PSKY
-12.8%
+13.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.5% |
| 7D | -3.4% | +2.4% | -5.8% | -3.5% |
| 30D | -6.9% | +17.5% | -24.5% | -7.7% |
| 3M | -24.6% | +4.4% | -29.0% | -24.8% |
| 6M | -39.5% | -9.0% | -30.5% | -39.4% |
| YTD | -41.1% | -18.6% | -22.5% | -40.9% |
| 1Y | -37.9% | -27.7% | -10.2% | -37.6% |
| 3Y | +0.8% | -16.9% | +17.7% | -0.2% |
| All | +0.8% | -12.8% | +13.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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