-34.7%
ROL vs UUUU
-55.1%
+20.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.7% |
| 7D | +14.6% | -14.4% | +29.0% | +14.1% |
| 30D | +29.3% | -33.6% | +62.9% | +28.2% |
| 3M | +2.0% | -44.2% | +46.2% | +0.8% |
| 6M | -28.5% | -66.8% | +38.3% | -29.6% |
| YTD | -35.3% | -50.6% | +15.3% | -35.7% |
| 1Y | -34.7% | -57.8% | +23.1% | -34.9% |
| All | -34.7% | -55.1% | +20.4% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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