-34.7%
ROL vs TRU
+2.1%
-36.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +1.7% |
| 7D | +14.6% | +10.5% | +4.0% | +12.0% |
| 30D | +29.3% | +28.7% | +0.6% | +22.7% |
| 3M | +2.0% | +0.7% | +1.3% | +0.9% |
| 6M | -28.5% | +19.3% | -47.9% | -31.5% |
| YTD | -35.3% | -3.7% | -31.6% | -36.3% |
| 1Y | -34.7% | +3.4% | -38.1% | -37.1% |
| All | -34.7% | +2.1% | -36.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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