+53.4%
T vs ROL
+13.1%
+40.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +1.0% | +9.5% | -8.5% | -0.9% |
| 30D | -10.6% | +22.9% | -33.5% | -14.2% |
| 3M | -7.7% | +3.5% | -11.3% | -8.6% |
| 6M | -13.3% | -29.4% | +16.1% | -7.5% |
| YTD | -8.8% | -36.1% | +27.3% | -1.2% |
| 1Y | -8.4% | -34.4% | +26.0% | -1.4% |
| 3Y | +59.6% | +4.0% | +55.6% | +55.2% |
| All | +53.4% | +13.1% | +40.3% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling