-5.1%
ROL vs TKO
+303.5%
-308.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -6.6% | -2.6% | -4.0% | -6.3% |
| 3M | -27.3% | -7.8% | -19.5% | -26.6% |
| 6M | -38.1% | -7.0% | -31.1% | -37.7% |
| YTD | -41.8% | -8.5% | -33.2% | -41.2% |
| 1Y | -37.8% | -1.3% | -36.5% | -38.0% |
| 3Y | -0.3% | +105.0% | -105.3% | -12.6% |
| 5Y | -5.1% | +292.9% | -298.0% | -28.8% |
| All | -5.1% | +303.5% | -308.5% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling