-26.5%
ROL vs Z
-28.9%
+2.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +0.8% | -13.1% | +13.8% | +3.7% |
| 30D | +20.6% | +5.9% | +14.7% | +18.4% |
| 3M | +4.5% | -13.7% | +18.2% | +5.6% |
| 6M | -26.5% | -27.1% | +0.6% | -30.9% |
| All | -26.5% | -28.9% | +2.4% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling