+169.9%
W vs ROL
+3.2%
+166.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | +3.2% | +18.5% | -15.3% | -1.4% |
| 3M | +8.3% | +4.3% | +4.0% | +6.9% |
| 6M | +84.3% | -27.7% | +112.0% | +101.3% |
| YTD | +11.0% | -35.8% | +46.8% | +25.8% |
| 1Y | -0.2% | -34.1% | +33.9% | +12.2% |
| All | +169.9% | +3.2% | +166.7% | +174.3% |
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 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