-36.0%
ROL vs S
+10.1%
-46.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.4% | -7.7% | +6.3% | -1.2% |
| 30D | -4.1% | -5.3% | +1.2% | -4.0% |
| 3M | -22.5% | +20.3% | -42.8% | -23.2% |
| 6M | -37.7% | +47.4% | -85.0% | -38.5% |
| YTD | -39.6% | +32.5% | -72.1% | -40.2% |
| 1Y | -36.0% | +9.5% | -45.5% | -35.9% |
| All | -36.0% | +10.1% | -46.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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