+0.8%
ROL vs UL
+24.1%
-23.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | -6.9% | +0.9% | -7.9% | -7.2% |
| 3M | -24.6% | +14.2% | -38.8% | -27.5% |
| 6M | -39.5% | -3.2% | -36.3% | -39.2% |
| YTD | -41.1% | -0.3% | -40.8% | -41.4% |
| 1Y | -37.9% | -8.8% | -29.2% | -36.5% |
| 3Y | +0.8% | +23.9% | -23.1% | -4.1% |
| All | +0.8% | +24.1% | -23.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling