+40.1%
W vs ROL
+7.0%
+33.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -4.2% | -1.4% | -2.7% | -3.8% |
| 30D | -7.6% | -4.1% | -3.5% | -6.6% |
| 3M | +37.2% | -22.5% | +59.7% | +46.2% |
| 6M | +26.3% | -37.7% | +64.0% | +43.8% |
| YTD | -1.0% | -39.6% | +38.6% | +13.7% |
| 1Y | +20.1% | -36.0% | +56.1% | +35.5% |
| All | +40.1% | +7.0% | +33.1% | +31.8% |
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