+4.0%
ROL vs TPR
+407.4%
-403.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +9.5% | +14.2% | -4.7% | +8.3% |
| 30D | +22.9% | +17.1% | +5.8% | +21.3% |
| 3M | +3.5% | -17.7% | +21.3% | +4.5% |
| 6M | -29.4% | -10.2% | -19.2% | -29.2% |
| YTD | -36.1% | +4.9% | -41.0% | -36.5% |
| 1Y | -34.4% | +36.1% | -70.5% | -35.6% |
| 3Y | +4.0% | +416.5% | -412.5% | -3.9% |
| All | +4.0% | +407.4% | -403.4% | -3.9% |
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