-34.4%
ROL vs SW
+26.7%
-61.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -2.0% |
| 7D | +9.5% | +2.3% | +7.2% | +9.3% |
| 30D | +22.9% | +6.8% | +16.2% | +22.4% |
| 3M | +3.5% | -5.2% | +8.7% | +3.5% |
| 6M | -29.4% | +7.4% | -36.8% | -29.5% |
| YTD | -36.1% | +17.4% | -53.5% | -37.8% |
| 1Y | -34.4% | +27.1% | -61.4% | -37.0% |
| All | -34.4% | +26.7% | -61.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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