-34.7%
ROL vs UL
+1.7%
-36.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +1.6% |
| 7D | +14.6% | +4.7% | +9.9% | +12.7% |
| 30D | +29.3% | +11.6% | +17.7% | +24.8% |
| 3M | +2.0% | +5.3% | -3.3% | +0.2% |
| 6M | -28.5% | +16.0% | -44.6% | -31.6% |
| YTD | -35.3% | +5.0% | -40.3% | -37.0% |
| 1Y | -34.7% | +1.1% | -35.8% | -35.3% |
| All | -34.7% | +1.7% | -36.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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