+33.9%
TER vs ROL
-32.4%
+66.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.1% | +10.6% | +13.8% |
| 7D | -5.8% | +7.5% | -13.3% | -2.0% |
| 30D | -38.9% | +21.1% | -60.0% | -31.9% |
| 3M | -35.1% | +3.1% | -38.3% | -31.7% |
| 6M | -31.6% | -27.4% | -4.1% | -28.1% |
| YTD | +27.2% | -34.7% | +62.0% | +38.5% |
| All | +33.9% | -32.4% | +66.3% | +44.4% |
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