+1,872.1%
T vs ROL
+9,030.3%
-7,158.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -1.3% | -1.4% | +0.2% | -0.9% |
| 30D | +11.4% | -4.1% | +15.4% | +12.4% |
| 3M | +14.3% | -22.5% | +36.8% | +21.1% |
| 6M | -9.3% | -37.7% | +28.4% | +1.0% |
| YTD | +7.1% | -39.6% | +46.7% | +19.7% |
| 1Y | -9.1% | -36.0% | +26.9% | 0.0% |
| 3Y | +105.3% | -5.1% | +110.5% | +103.8% |
| 5Y | +66.8% | -3.4% | +70.2% | +62.5% |
| 10Y | +66.8% | +215.2% | -148.5% | +19.4% |
| All | +1,872.1% | +9,030.3% | -7,158.1% | +530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling