+0.8%
ROL vs TRMB
+13.0%
-12.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.4% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | -6.9% | -1.2% | -5.7% | -6.8% |
| 3M | -24.6% | +9.6% | -34.2% | -25.5% |
| 6M | -39.5% | -16.1% | -23.4% | -38.4% |
| YTD | -41.1% | -25.0% | -16.1% | -39.2% |
| 1Y | -37.9% | -27.7% | -10.2% | -35.6% |
| 3Y | +0.8% | +15.3% | -14.5% | -2.9% |
| All | +0.8% | +13.0% | -12.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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