-26.3%
U vs ROL
+17.0%
-43.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +24.4% | +3.4% | +21.0% | +22.7% |
| 30D | +7.4% | +20.8% | -13.4% | -0.8% |
| 3M | +16.8% | +3.7% | +13.1% | +14.7% |
| 6M | +78.8% | -27.7% | +106.4% | +103.6% |
| YTD | +14.0% | -34.9% | +48.9% | +35.2% |
| 1Y | +16.7% | -33.3% | +50.0% | +36.6% |
| 3Y | +86.4% | +4.3% | +82.1% | +63.2% |
| 5Y | -71.5% | +15.0% | -86.4% | -77.4% |
| All | -26.3% | +17.0% | -43.3% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling