+62.5%
T vs ROL
+213.5%
-151.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | -2.9% | +18.5% | -21.5% | -6.9% |
| 3M | -7.5% | +4.3% | -11.8% | -8.7% |
| 6M | -9.9% | -27.7% | +17.8% | -2.9% |
| YTD | -6.4% | -35.8% | +29.3% | +3.4% |
| 1Y | -9.4% | -34.1% | +24.7% | -0.6% |
| 3Y | +64.9% | +2.9% | +61.9% | +59.5% |
| 5Y | +57.0% | +12.7% | +44.2% | +45.1% |
| All | +62.5% | +213.5% | -151.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling