+4,564.2%
ROL vs RL
+1,366.2%
+3,198.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -4.1% | -7.8% | +3.7% | -2.6% |
| 3M | -22.5% | -4.0% | -18.5% | -22.0% |
| 6M | -37.7% | -1.9% | -35.8% | -37.9% |
| YTD | -39.6% | -0.2% | -39.4% | -40.1% |
| 1Y | -36.0% | +10.7% | -46.7% | -38.1% |
| 3Y | -5.1% | +210.8% | -215.9% | -28.5% |
| 5Y | -3.4% | +238.2% | -241.6% | -30.6% |
| 10Y | +215.2% | +313.4% | -98.1% | +98.6% |
| All | +4,564.2% | +1,366.2% | +3,198.0% | +1,997.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling