+12.7%
ROL vs RL
+243.2%
-230.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -1.7% | +2.4% | -4.0% | -2.0% |
| 30D | +18.5% | +4.6% | +14.0% | +17.8% |
| 3M | +4.3% | -1.1% | +5.5% | +4.4% |
| 6M | -27.7% | +16.5% | -44.3% | -29.2% |
| YTD | -35.8% | +11.4% | -47.2% | -37.0% |
| 1Y | -34.1% | +16.1% | -50.2% | -35.6% |
| 3Y | +2.9% | +252.6% | -249.7% | -16.3% |
| 5Y | +12.7% | +244.9% | -232.2% | -10.9% |
| All | +12.7% | +243.2% | -230.5% | -10.9% |
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