-0.4%
ROL vs TKO
+103.5%
-103.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -7.2% | +0.9% | -8.1% | -7.5% |
| 3M | -27.0% | -6.2% | -20.8% | -26.5% |
| 6M | -39.5% | -5.6% | -33.9% | -39.2% |
| YTD | -41.8% | -7.8% | -34.0% | -41.3% |
| 1Y | -38.9% | -1.2% | -37.7% | -39.0% |
| All | -0.4% | +103.5% | -103.9% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling