+4.7%
ROL vs RSG
+66.5%
-61.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +3.0% | +2.5% | +0.5% | +1.3% |
| 30D | +19.8% | +12.7% | +7.1% | +10.5% |
| 3M | +7.9% | +17.9% | -10.0% | -3.4% |
| 6M | -25.6% | +25.0% | -50.6% | -36.0% |
| YTD | -34.1% | +20.8% | -55.0% | -42.2% |
| 1Y | -31.4% | +24.3% | -55.7% | -40.9% |
| 3Y | +4.7% | +65.3% | -60.6% | -26.2% |
| All | +4.7% | +66.5% | -61.8% | -26.2% |
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