-4.2%
ROL vs TRI
-10.1%
+5.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -3.3% | -8.4% | +5.1% | -1.4% |
| 30D | -7.2% | -6.5% | -0.8% | -6.0% |
| 3M | -27.0% | +18.6% | -45.6% | -30.8% |
| 6M | -39.5% | -10.4% | -29.1% | -38.4% |
| YTD | -41.8% | -23.7% | -18.1% | -36.9% |
| 1Y | -38.9% | -42.5% | +3.6% | -25.5% |
| 3Y | -0.4% | -19.3% | +18.9% | +0.2% |
| 5Y | -4.2% | -9.7% | +5.4% | -12.2% |
| All | -4.2% | -10.1% | +5.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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