+14,183.4%
TER vs ROL
+9,030.3%
+5,153.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | +0.6% | -1.4% | +2.0% | +1.4% |
| 30D | -8.3% | -4.1% | -4.2% | -6.5% |
| 3M | -12.2% | -22.5% | +10.3% | -2.0% |
| 6M | +17.1% | -37.7% | +54.7% | +46.7% |
| YTD | +84.7% | -39.6% | +124.2% | +133.7% |
| 1Y | +199.9% | -36.0% | +235.9% | +263.3% |
| 3Y | +232.8% | -5.1% | +237.9% | +218.1% |
| 5Y | +198.6% | -3.4% | +202.0% | +174.7% |
| 10Y | +1,669.7% | +215.2% | +1,454.5% | +685.4% |
| All | +14,183.4% | +9,030.3% | +5,153.1% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling