+1,579.9%
T vs ROL
+9,562.4%
-7,982.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +1.0% | +9.5% | -8.5% | -1.1% |
| 30D | -10.6% | +22.9% | -33.5% | -14.9% |
| 3M | -7.7% | +3.5% | -11.3% | -8.7% |
| 6M | -13.3% | -29.4% | +16.1% | -6.4% |
| YTD | -8.8% | -36.1% | +27.3% | +0.5% |
| 1Y | -8.4% | -34.4% | +26.0% | +0.2% |
| 3Y | +59.6% | +4.0% | +55.6% | +55.2% |
| 5Y | +52.1% | +13.2% | +38.9% | +42.9% |
| 10Y | +56.9% | +219.7% | -162.8% | +11.8% |
| All | +1,579.9% | +9,562.4% | -7,982.5% | +428.6% |
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