-33.1%
ROL vs RRC
+28.5%
-61.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +7.5% | -10.3% | +17.8% | +7.4% |
| 30D | +21.1% | +19.5% | +1.7% | +20.1% |
| 3M | +3.1% | +27.9% | -24.8% | +2.0% |
| 6M | -27.4% | +21.2% | -48.6% | -28.2% |
| YTD | -34.7% | +39.6% | -74.3% | -35.9% |
| All | -33.1% | +28.5% | -61.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling