-37.9%
ROL vs Z
-63.3%
+25.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.9% |
| 7D | -3.4% | -3.3% | -0.2% | -3.1% |
| 30D | -6.9% | -3.7% | -3.2% | -6.7% |
| 3M | -24.6% | -7.0% | -17.6% | -24.4% |
| 6M | -39.5% | -29.5% | -10.0% | -38.3% |
| YTD | -41.1% | -52.6% | +11.5% | -38.0% |
| 1Y | -37.9% | -64.0% | +26.1% | -30.8% |
| All | -37.9% | -63.3% | +25.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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