-39.8%
ROL vs RSG
-2.2%
-37.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.2% | -1.8% | -1.4% | -2.1% |
| 30D | -6.6% | +2.8% | -9.4% | -8.2% |
| 3M | -27.3% | +4.3% | -31.6% | -29.2% |
| 6M | -38.1% | -0.5% | -37.6% | -37.9% |
| YTD | -41.8% | +5.2% | -47.0% | -43.5% |
| All | -39.8% | -2.2% | -37.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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