+70.0%
ROL vs REPL
+37.4%
+32.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -1.7% | +9.8% | -11.5% | -1.9% |
| 30D | +18.5% | +81.5% | -63.0% | +17.2% |
| 3M | +4.3% | +44.2% | -39.9% | +3.6% |
| 6M | -27.7% | +437.4% | -465.1% | -31.2% |
| YTD | -35.8% | +126.1% | -161.9% | -38.5% |
| 1Y | -34.1% | +143.1% | -177.2% | -37.1% |
| 3Y | +2.9% | +97.8% | -94.9% | -9.7% |
| 5Y | +12.7% | -34.3% | +47.0% | +4.7% |
| All | +70.0% | +37.4% | +32.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling