+71.7%
TER vs ROL
+15.7%
+56.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -7.9% | -5.8% |
| 7D | +14.4% | +3.0% | +11.4% | +13.8% |
| 30D | -30.6% | +19.8% | -50.3% | -33.1% |
| 3M | -39.2% | +7.9% | -47.1% | -40.1% |
| 6M | -31.3% | -25.6% | -5.6% | -24.5% |
| YTD | +29.1% | -34.1% | +63.2% | +48.1% |
| 1Y | +47.4% | -31.4% | +78.8% | +66.0% |
| 3Y | +191.2% | +4.7% | +186.6% | +159.7% |
| All | +71.7% | +15.7% | +56.0% | +29.1% |
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