-1.6%
ROL vs TPR
+292.1%
-293.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | -4.1% | -23.0% | +18.9% | -2.4% |
| 3M | -22.5% | -12.5% | -10.0% | -21.9% |
| 6M | -37.7% | -21.4% | -16.2% | -36.8% |
| YTD | -39.6% | -3.5% | -36.1% | -39.5% |
| 1Y | -36.0% | +17.4% | -53.4% | -36.7% |
| All | -1.6% | +292.1% | -293.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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