-0.5%
ROL vs REPL
-54.3%
+53.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.4% |
| 7D | -1.4% | -3.0% | +1.5% | -1.4% |
| 30D | -4.1% | +27.1% | -31.2% | -4.1% |
| 3M | -22.5% | +52.4% | -74.9% | -22.6% |
| 6M | -37.7% | +107.4% | -145.1% | -38.1% |
| YTD | -39.6% | +54.7% | -94.3% | -39.9% |
| 1Y | -36.0% | +158.9% | -194.9% | -37.0% |
| 3Y | -5.1% | -23.7% | +18.6% | -5.4% |
| All | -0.5% | -54.3% | +53.8% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling