-34.7%
ROL vs REPL
+125.1%
-159.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +14.6% | +28.8% | -14.3% | +14.9% |
| 30D | +29.3% | +57.3% | -28.1% | +30.0% |
| 3M | +2.0% | +73.6% | -71.6% | +2.7% |
| 6M | -28.5% | +582.8% | -611.4% | -26.6% |
| YTD | -35.3% | +112.9% | -148.2% | -32.4% |
| 1Y | -34.7% | +130.7% | -165.3% | -31.8% |
| All | -34.7% | +125.1% | -159.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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