-0.4%
ROL vs RSG
+57.5%
-57.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.2% | +3.7% | -10.9% | -9.4% |
| 3M | -27.0% | +6.2% | -33.1% | -29.9% |
| 6M | -39.5% | -2.8% | -36.7% | -38.5% |
| YTD | -41.8% | +5.9% | -47.7% | -44.2% |
| 1Y | -38.9% | -1.8% | -37.1% | -38.2% |
| All | -0.4% | +57.5% | -57.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling