+13.6%
ROL vs Z
-55.4%
+69.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.6% |
| 3M | +3.5% | -11.6% | +15.1% | +4.6% |
| 6M | -29.4% | -33.6% | +4.3% | -26.6% |
| YTD | -36.1% | -56.7% | +20.6% | -30.7% |
| 1Y | -34.4% | -59.1% | +24.8% | -28.5% |
| 3Y | +4.0% | -20.4% | +24.4% | +1.8% |
| All | +13.6% | -55.4% | +69.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling