+190.2%
B vs ROL
+213.5%
-23.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +9.4% | -4.1% | +13.5% | +10.2% |
| 3M | +5.0% | -22.5% | +27.5% | +9.6% |
| 6M | -3.5% | -37.7% | +34.1% | +4.9% |
| YTD | +4.5% | -39.6% | +44.0% | +14.1% |
| 1Y | +67.8% | -36.0% | +103.8% | +80.9% |
| 3Y | +196.7% | -5.1% | +201.8% | +197.6% |
| 5Y | +151.9% | -3.4% | +155.3% | +149.3% |
| All | +190.2% | +213.5% | -23.3% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling