-36.0%
ROL vs TKO
+1.2%
-37.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | -4.1% | +1.6% | -5.7% | -4.6% |
| 3M | -22.5% | -7.8% | -14.7% | -21.5% |
| 6M | -37.7% | -13.3% | -24.4% | -35.7% |
| YTD | -39.6% | -10.3% | -29.3% | -38.2% |
| 1Y | -36.0% | -0.6% | -35.4% | -36.3% |
| All | -36.0% | +1.2% | -37.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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