+4.0%
ROL vs REPL
+48.4%
-44.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -2.1% |
| 7D | +9.5% | +22.8% | -13.3% | +9.6% |
| 30D | +22.9% | +63.8% | -40.9% | +23.3% |
| 3M | +3.5% | +68.1% | -64.6% | +3.9% |
| 6M | -29.4% | +528.5% | -557.9% | -28.5% |
| YTD | -36.1% | +122.4% | -158.5% | -35.3% |
| 1Y | -34.4% | +154.4% | -188.7% | -33.6% |
| 3Y | +4.0% | +68.0% | -64.0% | +6.2% |
| All | +4.0% | +48.4% | -44.4% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling