+2.1%
ROL vs TAP
-24.6%
+26.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -1.7% | -6.3% | +4.6% | -0.2% |
| 30D | +18.5% | +2.7% | +15.8% | +17.7% |
| 3M | +4.3% | -3.7% | +8.1% | +4.9% |
| 6M | -27.7% | -2.0% | -25.7% | -27.6% |
| YTD | -35.8% | -12.3% | -23.4% | -34.9% |
| 1Y | -34.1% | -10.1% | -24.0% | -33.6% |
| All | +2.1% | -24.6% | +26.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling