+54.6%
TER vs ROL
+13.1%
+41.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.9% |
| 7D | -20.5% | +9.5% | -30.0% | -21.9% |
| 30D | -47.0% | +22.9% | -69.9% | -49.4% |
| 3M | -43.3% | +3.5% | -46.8% | -43.7% |
| 6M | -42.9% | -29.4% | -13.5% | -36.4% |
| YTD | +12.9% | -36.1% | +48.9% | +30.2% |
| 1Y | +18.2% | -34.4% | +52.5% | +34.6% |
| 3Y | +151.8% | +4.0% | +147.8% | +123.1% |
| All | +54.6% | +13.1% | +41.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling