+99.1%
V vs ROL
+13.1%
+86.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +2.2% | +9.5% | -7.3% | -0.6% |
| 30D | +13.6% | +22.9% | -9.3% | +6.6% |
| 3M | +14.3% | +3.5% | +10.8% | +12.8% |
| 6M | +33.1% | -29.4% | +62.5% | +48.0% |
| YTD | +21.2% | -36.1% | +57.3% | +38.7% |
| 1Y | +26.4% | -34.4% | +60.8% | +43.3% |
| 3Y | +77.6% | +4.0% | +73.6% | +70.7% |
| All | +99.1% | +13.1% | +86.0% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling