-6.0%
U vs ROL
-37.3%
+31.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +2.4% |
| 7D | +4.5% | -3.4% | +7.9% | +4.1% |
| 30D | -0.6% | -6.9% | +6.4% | -1.2% |
| 3M | +48.4% | -24.6% | +73.0% | +44.4% |
| 6M | +115.4% | -39.5% | +154.9% | +105.0% |
| YTD | -3.2% | -41.1% | +37.9% | -5.6% |
| 1Y | -6.0% | -37.9% | +31.9% | -7.9% |
| All | -6.0% | -37.3% | +31.2% | -7.9% |
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