+29.3%
V vs ROL
-34.1%
+63.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +3.3% |
| 7D | +9.0% | +14.6% | -5.6% | +6.1% |
| 30D | +18.1% | +29.3% | -11.2% | +12.5% |
| 3M | +18.3% | +2.0% | +16.3% | +18.1% |
| 6M | +34.1% | -28.5% | +62.6% | +44.7% |
| YTD | +25.2% | -35.3% | +60.6% | +36.7% |
| 1Y | +29.3% | -34.7% | +64.0% | +40.0% |
| All | +29.3% | -34.1% | +63.5% | +40.0% |
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 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