+3.6%
ROL vs TRU
+59.7%
-56.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +20.6% | +24.3% | -3.7% | +16.2% |
| 3M | +4.5% | +2.3% | +2.2% | +3.7% |
| 6M | -26.5% | +17.7% | -44.2% | -28.8% |
| YTD | -34.8% | -3.8% | -31.1% | -35.3% |
| 1Y | -33.2% | -0.3% | -32.9% | -34.0% |
| All | +3.6% | +59.7% | -56.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling