-7.2%
T vs ROL
-37.3%
+30.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.5% | -3.4% | +1.9% | -1.3% |
| 30D | +7.6% | -6.9% | +14.5% | +8.2% |
| 3M | +15.3% | -24.6% | +39.9% | +17.6% |
| 6M | -8.5% | -39.5% | +31.1% | -5.8% |
| YTD | +6.8% | -41.1% | +47.9% | +9.1% |
| 1Y | -7.2% | -37.9% | +30.7% | -4.7% |
| All | -7.2% | -37.3% | +30.0% | -4.7% |
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