-34.4%
ROL vs S
+31.6%
-66.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | +9.5% | -13.4% | +22.9% | +9.6% |
| 30D | +22.9% | -14.0% | +36.9% | +23.1% |
| 3M | +3.5% | +4.9% | -1.3% | +2.9% |
| 6M | -29.4% | +42.0% | -71.4% | -30.0% |
| YTD | -36.1% | +45.1% | -81.2% | -36.9% |
| 1Y | -34.4% | +33.1% | -67.4% | -35.4% |
| All | -34.4% | +31.6% | -66.0% | -35.4% |
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