+209.8%
W vs ROL
+433.8%
-223.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.2% |
| 7D | +3.3% | +7.5% | -4.2% | -1.5% |
| 30D | +10.5% | +21.1% | -10.6% | -3.0% |
| 3M | +9.6% | +3.1% | +6.5% | +6.5% |
| 6M | +76.4% | -27.4% | +103.8% | +114.9% |
| YTD | +16.4% | -34.7% | +51.1% | +51.2% |
| 1Y | +9.3% | -32.9% | +42.3% | +39.4% |
| 3Y | +172.8% | +6.1% | +166.7% | +134.6% |
| 5Y | -53.4% | +16.3% | -69.7% | -63.0% |
| 10Y | +243.6% | +214.9% | +28.8% | +39.6% |
| All | +209.8% | +433.8% | -223.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling