+14.8%
W vs ROL
-37.3%
+52.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.0% |
| 7D | +6.5% | -3.4% | +9.9% | +7.1% |
| 30D | -6.2% | -6.9% | +0.7% | -5.0% |
| 3M | +48.9% | -24.6% | +73.5% | +56.5% |
| 6M | +31.2% | -39.5% | +70.7% | +46.2% |
| YTD | -0.4% | -41.1% | +40.7% | +12.3% |
| 1Y | +14.8% | -37.9% | +52.8% | +31.3% |
| All | +14.8% | -37.3% | +52.1% | +31.3% |
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