+186.7%
B vs ROL
+216.1%
-29.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +9.6% | +9.5% | +0.1% | +7.9% |
| 30D | +3.5% | +22.9% | -19.4% | -0.2% |
| 3M | -1.6% | +3.5% | -5.1% | -2.3% |
| 6M | -1.7% | -29.4% | +27.7% | +4.3% |
| YTD | -5.3% | -36.1% | +30.7% | +2.3% |
| 1Y | +27.2% | -34.4% | +61.6% | +36.7% |
| 3Y | +166.1% | +4.0% | +162.1% | +162.7% |
| 5Y | +136.5% | +13.2% | +123.3% | +128.6% |
| All | +186.7% | +216.1% | -29.5% | +102.2% |
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