+200.5%
B vs ROL
+222.1%
-21.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.9% |
| 7D | +11.3% | +7.5% | +3.8% | +10.0% |
| 30D | +2.9% | +21.1% | -18.2% | -0.5% |
| 3M | -2.9% | +3.1% | -6.0% | -3.5% |
| 6M | -1.2% | -27.4% | +26.2% | +4.3% |
| YTD | -1.3% | -34.7% | +33.4% | +6.2% |
| 1Y | +30.4% | -32.9% | +63.4% | +39.6% |
| 3Y | +195.3% | +6.1% | +189.1% | +190.5% |
| 5Y | +146.2% | +16.3% | +129.9% | +137.0% |
| 10Y | +200.5% | +214.9% | -14.4% | +117.4% |
| All | +200.5% | +222.1% | -21.6% | +117.4% |
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