-37.9%
ROL vs S
+4.5%
-42.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.5% |
| 7D | -3.4% | -5.8% | +2.4% | -3.2% |
| 30D | -6.9% | -9.2% | +2.3% | -6.7% |
| 3M | -24.6% | +23.4% | -48.0% | -25.4% |
| 6M | -39.5% | +36.9% | -76.5% | -40.2% |
| YTD | -41.1% | +29.5% | -70.6% | -41.7% |
| 1Y | -37.9% | +5.4% | -43.4% | -37.2% |
| All | -37.9% | +4.5% | -42.4% | -37.2% |
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