+4.7%
ROL vs S
+41.6%
-36.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +3.0% | +2.0% | +1.0% | +2.9% |
| 30D | +19.8% | -2.7% | +22.5% | +19.7% |
| 3M | +7.9% | -6.9% | +14.8% | +7.9% |
| 6M | -25.6% | +38.1% | -63.7% | -27.5% |
| YTD | -34.1% | +48.0% | -82.1% | -36.2% |
| 1Y | -31.4% | +34.5% | -65.9% | -33.2% |
| 3Y | +4.7% | +38.3% | -33.6% | +1.3% |
| All | +4.7% | +41.6% | -36.9% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling