+9.6%
U vs ROL
+7.0%
+2.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -3.8% | -1.4% | -2.4% | -3.7% |
| 30D | +17.5% | -4.1% | +21.5% | +18.0% |
| 3M | +38.7% | -22.5% | +61.2% | +42.8% |
| 6M | +104.4% | -37.7% | +142.1% | +117.1% |
| YTD | -5.7% | -39.6% | +33.9% | +0.9% |
| 1Y | +3.7% | -36.0% | +39.7% | +9.4% |
| All | +9.6% | +7.0% | +2.6% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling