+142.0%
W vs ROL
+3.8%
+138.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.9% |
| 7D | -3.6% | +9.5% | -13.1% | -5.9% |
| 30D | +7.0% | +22.9% | -16.0% | +1.2% |
| 3M | +7.4% | +3.5% | +3.8% | +6.2% |
| 6M | +69.3% | -29.4% | +98.7% | +86.3% |
| YTD | +11.3% | -36.1% | +47.3% | +26.1% |
| 1Y | +13.2% | -34.4% | +47.6% | +27.4% |
| 3Y | +142.0% | +4.0% | +138.0% | +129.6% |
| All | +142.0% | +3.8% | +138.2% | +129.6% |
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 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