-33.1%
ROL vs Z
-58.2%
+25.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.5% |
| 7D | +7.5% | -5.2% | +12.7% | +8.0% |
| 30D | +21.1% | +5.7% | +15.4% | +19.9% |
| 3M | +3.1% | -8.7% | +11.9% | +3.2% |
| 6M | -27.4% | -26.0% | -1.5% | -27.0% |
| YTD | -34.7% | -55.0% | +20.3% | -34.2% |
| All | -33.1% | -58.2% | +25.2% | -32.5% |
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