+4.0%
ROL vs RVTY
+78.0%
-73.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.3% |
| 7D | +9.5% | -1.2% | +10.7% | +9.5% |
| 30D | +22.9% | +1.0% | +21.9% | +22.7% |
| 3M | +3.5% | +35.8% | -32.3% | 0.0% |
| 6M | -29.4% | +56.7% | -86.1% | -33.2% |
| YTD | -36.1% | +60.7% | -96.8% | -40.0% |
| 1Y | -34.4% | +73.7% | -108.0% | -39.1% |
| 3Y | +4.0% | +82.8% | -78.8% | -6.7% |
| All | +4.0% | +78.0% | -73.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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