+224.3%
ROL vs Z
+25.1%
+199.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -1.4% | -3.0% | +1.6% | -1.1% |
| 30D | -4.1% | -4.2% | +0.1% | -3.8% |
| 3M | -22.5% | -3.7% | -18.8% | -22.4% |
| 6M | -37.7% | -24.5% | -13.2% | -36.0% |
| YTD | -39.6% | -49.3% | +9.7% | -35.4% |
| 1Y | -36.0% | -58.7% | +22.7% | -30.1% |
| 3Y | -5.1% | -34.1% | +29.0% | -4.1% |
| 5Y | -3.4% | -64.5% | +61.2% | +1.0% |
| 10Y | +215.2% | -0.5% | +215.7% | +179.2% |
| All | +224.3% | +25.1% | +199.2% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling