+4.3%
ROL vs TPR
+419.9%
-415.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.4% | +12.1% | -8.7% | +2.4% |
| 30D | +20.8% | +16.7% | +4.1% | +19.2% |
| 3M | +3.7% | -17.4% | +21.1% | +4.6% |
| 6M | -27.7% | +2.3% | -29.9% | -28.0% |
| YTD | -34.9% | +7.1% | -42.1% | -35.5% |
| 1Y | -33.3% | +29.5% | -62.8% | -34.5% |
| 3Y | +4.3% | +415.0% | -410.7% | -4.6% |
| All | +4.3% | +419.9% | -415.5% | -4.6% |
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