+65.5%
T vs ROL
+5.9%
+59.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +2.5% | +3.0% | -0.4% | +2.0% |
| 30D | -3.8% | +19.8% | -23.5% | -7.0% |
| 3M | -8.7% | +7.9% | -16.6% | -10.3% |
| 6M | -8.1% | -25.6% | +17.5% | -3.9% |
| YTD | -6.4% | -34.1% | +27.7% | -0.5% |
| 1Y | -9.8% | -31.4% | +21.6% | -4.9% |
| 3Y | +65.5% | +4.7% | +60.8% | +73.2% |
| All | +65.5% | +5.9% | +59.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling