+50.3%
TER vs ROL
-33.3%
+83.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.4% |
| 7D | +5.9% | +0.8% | +5.1% | +6.3% |
| 30D | -30.8% | +20.6% | -51.3% | -23.1% |
| 3M | -29.9% | +4.5% | -34.4% | -26.0% |
| 6M | -27.5% | -26.5% | -0.9% | -24.1% |
| YTD | +37.5% | -34.8% | +72.3% | +49.8% |
| 1Y | +50.3% | -33.2% | +83.4% | +62.3% |
| All | +50.3% | -33.3% | +83.6% | +62.3% |
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