+19.2%
U vs ROL
-32.4%
+51.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +32.3% | +7.5% | +24.8% | +31.9% |
| 30D | +9.7% | +21.1% | -11.4% | +9.3% |
| 3M | +19.6% | +3.1% | +16.5% | +18.6% |
| 6M | +82.6% | -27.4% | +110.1% | +77.6% |
| YTD | +16.4% | -34.7% | +51.2% | +18.1% |
| All | +19.2% | -32.4% | +51.6% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling