+4.0%
ROL vs Z
-21.1%
+25.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.8% |
| 7D | +9.5% | -4.6% | +14.0% | +9.9% |
| 30D | +22.9% | +8.3% | +14.6% | +21.7% |
| 3M | +3.5% | -11.6% | +15.1% | +4.4% |
| 6M | -29.4% | -33.6% | +4.3% | -27.2% |
| YTD | -36.1% | -56.7% | +20.6% | -32.0% |
| 1Y | -34.4% | -59.1% | +24.8% | -29.9% |
| 3Y | +4.0% | -20.4% | +24.4% | +3.8% |
| All | +4.0% | -21.1% | +25.1% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling