+4.6%
ROL vs RVTY
+18.2%
-13.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | -4.1% | +13.2% | -17.3% | -5.3% |
| 3M | -22.5% | +27.2% | -49.8% | -24.6% |
| 6M | -37.7% | +32.4% | -70.1% | -39.8% |
| YTD | -39.6% | +34.9% | -74.4% | -41.8% |
| 1Y | -36.0% | +52.4% | -88.4% | -39.5% |
| All | +4.6% | +18.2% | -13.6% | +1.4% |
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