+0.8%
ROL vs RUN
-35.6%
+36.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.6% |
| 7D | -3.4% | +10.2% | -13.6% | -3.5% |
| 30D | -6.9% | -9.6% | +2.7% | -6.8% |
| 3M | -24.6% | -31.5% | +6.9% | -24.3% |
| 6M | -39.5% | -18.7% | -20.8% | -39.5% |
| YTD | -41.1% | -49.9% | +8.8% | -40.8% |
| 1Y | -37.9% | -45.5% | +7.6% | -37.8% |
| 3Y | +0.8% | -34.1% | +34.9% | -4.4% |
| All | +0.8% | -35.6% | +36.4% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling