-38.4%
U vs ROL
+4.7%
-43.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | 0.0% | -3.2% | +3.2% | +1.3% |
| 30D | -4.1% | -6.6% | +2.5% | -1.4% |
| 3M | +57.8% | -27.3% | +85.1% | +79.8% |
| 6M | +103.5% | -38.1% | +141.6% | +147.8% |
| YTD | -4.8% | -41.8% | +37.0% | +18.7% |
| 1Y | -2.4% | -37.8% | +35.4% | +16.6% |
| 3Y | +11.7% | -0.3% | +12.0% | -2.0% |
| 5Y | -68.9% | -5.1% | -63.8% | -73.2% |
| All | -38.4% | +4.7% | -43.1% | -58.7% |
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