-33.2%
ROL vs REPL
+147.5%
-180.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.6% | +0.1% |
| 7D | +0.8% | +5.3% | -4.5% | +0.8% |
| 30D | +20.6% | +66.6% | -46.1% | +21.3% |
| 3M | +4.5% | +59.6% | -55.1% | +5.1% |
| 6M | -26.5% | +482.4% | -508.9% | -24.3% |
| YTD | -34.8% | +124.1% | -158.9% | -31.5% |
| 1Y | -33.2% | +138.6% | -171.7% | -30.5% |
| All | -33.2% | +147.5% | -180.7% | -30.5% |
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