+19.0%
ROL vs S
-52.7%
+71.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | +9.5% | -13.4% | +22.9% | +10.4% |
| 30D | +22.9% | -14.0% | +36.9% | +23.9% |
| 3M | +3.5% | +4.9% | -1.3% | +2.7% |
| 6M | -29.4% | +42.0% | -71.4% | -31.5% |
| YTD | -36.1% | +45.1% | -81.2% | -38.3% |
| 1Y | -34.4% | +33.1% | -67.4% | -36.3% |
| 3Y | +4.0% | +40.6% | -36.6% | -1.2% |
| 5Y | +13.2% | -67.5% | +80.7% | +15.9% |
| All | +19.0% | -52.7% | +71.7% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling