-36.0%
ROL vs RUN
-46.2%
+10.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.4% |
| 30D | -4.1% | -15.3% | +11.2% | -4.3% |
| 3M | -22.5% | -40.0% | +17.5% | -23.2% |
| 6M | -37.7% | -27.0% | -10.7% | -37.9% |
| YTD | -39.6% | -51.7% | +12.1% | -40.2% |
| 1Y | -36.0% | -45.9% | +9.9% | -36.0% |
| All | -36.0% | -46.2% | +10.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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