+0.8%
ROL vs WY
-22.6%
+23.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -3.4% | -2.1% | -1.4% | -3.0% |
| 30D | -6.9% | -10.5% | +3.5% | -5.0% |
| 3M | -24.6% | -4.9% | -19.7% | -24.0% |
| 6M | -39.5% | -4.9% | -34.6% | -39.1% |
| YTD | -41.1% | -1.7% | -39.4% | -41.2% |
| 1Y | -37.9% | -9.4% | -28.6% | -37.1% |
| All | +0.8% | -22.6% | +23.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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