+13.6%
ROL vs RL
+226.8%
-213.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +9.5% | -4.2% | +13.6% | +10.0% |
| 30D | +22.9% | +4.3% | +18.7% | +22.3% |
| 3M | +3.5% | -4.6% | +8.1% | +4.0% |
| 6M | -29.4% | +1.7% | -31.1% | -29.7% |
| YTD | -36.1% | +7.3% | -43.4% | -36.9% |
| 1Y | -34.4% | +20.8% | -55.2% | -36.2% |
| 3Y | +4.0% | +247.0% | -243.0% | -15.3% |
| All | +13.6% | +226.8% | -213.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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