-24.8%
U vs ROL
+17.4%
-42.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.0% |
| 7D | +32.3% | +7.5% | +24.8% | +28.5% |
| 30D | +9.7% | +21.1% | -11.4% | +1.2% |
| 3M | +19.6% | +3.1% | +16.5% | +17.7% |
| 6M | +82.6% | -27.4% | +110.1% | +107.7% |
| YTD | +16.4% | -34.7% | +51.2% | +38.0% |
| 1Y | +28.5% | -32.9% | +61.4% | +50.0% |
| 3Y | +103.8% | +6.1% | +97.6% | +76.8% |
| 5Y | -70.0% | +16.3% | -86.4% | -76.4% |
| All | -24.8% | +17.4% | -42.1% | -52.0% |
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