+16.0%
ROL vs TAP
+0.6%
+15.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.7% | +1.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.7% |
| 30D | +19.8% | +5.7% | +14.1% | +18.2% |
| 3M | +7.9% | -1.9% | +9.8% | +8.1% |
| 6M | -25.6% | +0.9% | -26.6% | -26.0% |
| YTD | -34.1% | -9.5% | -24.6% | -33.4% |
| 1Y | -31.4% | -9.0% | -22.4% | -30.8% |
| 3Y | +4.7% | -22.2% | +26.9% | +8.2% |
| All | +16.0% | +0.6% | +15.3% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling