-37.9%
ROL vs TAP
-19.0%
-19.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.6% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | -6.9% | -9.4% | +2.5% | -4.9% |
| 3M | -24.6% | -0.8% | -23.8% | -24.3% |
| 6M | -39.5% | -14.7% | -24.8% | -38.3% |
| YTD | -41.1% | -13.9% | -27.2% | -41.0% |
| 1Y | -37.9% | -18.6% | -19.3% | -36.8% |
| All | -37.9% | -19.0% | -19.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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