-37.8%
ROL vs TRGP
+84.8%
-122.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.2% | -0.6% | -2.7% | -3.2% |
| 30D | -6.6% | +10.0% | -16.6% | -7.5% |
| 3M | -27.3% | +7.6% | -34.9% | -27.9% |
| 6M | -38.1% | +26.8% | -64.9% | -40.0% |
| YTD | -41.8% | +60.6% | -102.3% | -44.7% |
| 1Y | -37.8% | +82.5% | -120.3% | -41.8% |
| All | -37.8% | +84.8% | -122.6% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling