-37.8%
ROL vs TRU
-17.6%
-20.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.2% | -9.4% | +6.2% | -1.8% |
| 30D | -6.6% | -4.1% | -2.5% | -6.1% |
| 3M | -27.3% | +13.6% | -40.9% | -28.8% |
| 6M | -38.1% | +3.6% | -41.7% | -38.9% |
| YTD | -41.8% | -9.8% | -31.9% | -41.6% |
| 1Y | -37.8% | -13.6% | -24.2% | -37.5% |
| All | -37.8% | -17.6% | -20.2% | -37.5% |
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