+7.7%
V vs ROL
-35.4%
+43.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | +2.0% | -4.1% | +6.0% | +2.9% |
| 3M | +17.4% | -22.5% | +39.9% | +24.5% |
| 6M | +17.5% | -37.7% | +55.2% | +31.5% |
| YTD | +7.6% | -39.6% | +47.2% | +20.5% |
| 1Y | +7.7% | -36.0% | +43.7% | +18.7% |
| All | +7.7% | -35.4% | +43.1% | +18.7% |
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 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