+207.8%
TER vs ROL
+3.2%
+204.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.9% |
| 7D | +24.0% | -1.7% | +25.7% | +23.7% |
| 30D | -30.6% | +18.5% | -49.2% | -29.6% |
| 3M | -34.5% | +4.3% | -38.8% | -33.4% |
| 6M | -26.4% | -27.7% | +1.4% | -20.8% |
| YTD | +36.4% | -35.8% | +72.2% | +50.9% |
| 1Y | +47.4% | -34.1% | +81.5% | +61.6% |
| All | +207.8% | +3.2% | +204.6% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling