-37.9%
ROL vs RBA
-28.4%
-9.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.1% |
| 7D | -3.4% | -1.1% | -2.4% | -3.2% |
| 30D | -6.9% | -13.2% | +6.3% | -3.7% |
| 3M | -24.6% | -21.4% | -3.2% | -21.0% |
| 6M | -39.5% | -20.9% | -18.7% | -36.9% |
| YTD | -41.1% | -19.9% | -21.3% | -38.0% |
| 1Y | -37.9% | -28.7% | -9.3% | -33.2% |
| All | -37.9% | -28.4% | -9.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling