+12.4%
ROL vs S
-56.8%
+69.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.4% | -7.7% | +6.3% | -0.9% |
| 30D | -4.1% | -5.3% | +1.2% | -3.9% |
| 3M | -22.5% | +20.3% | -42.8% | -23.7% |
| 6M | -37.7% | +47.4% | -85.0% | -39.6% |
| YTD | -39.6% | +32.5% | -72.1% | -41.1% |
| 1Y | -36.0% | +9.5% | -45.5% | -36.9% |
| 3Y | -5.1% | +15.5% | -20.7% | -8.5% |
| 5Y | -3.4% | -71.2% | +67.8% | -0.9% |
| All | +12.4% | -56.8% | +69.2% | +15.8% |
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