-7.4%
T vs ROL
-32.6%
+25.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +2.6% | +3.4% | -0.8% | +2.0% |
| 30D | -1.1% | +20.8% | -21.8% | -3.6% |
| 3M | -7.7% | +3.7% | -11.5% | -8.8% |
| 6M | -10.6% | -27.7% | +17.0% | -9.6% |
| YTD | -7.5% | -34.9% | +27.5% | -7.8% |
| 1Y | -7.4% | -33.3% | +25.9% | -8.5% |
| All | -7.4% | -32.6% | +25.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling