+1,008.9%
BE vs ROL
+58.2%
+950.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.2% | +10.8% |
| 7D | +29.8% | -3.4% | +33.2% | +31.7% |
| 30D | +26.4% | -6.9% | +33.3% | +30.2% |
| 3M | +9.3% | -24.6% | +33.9% | +22.7% |
| 6M | +105.1% | -39.5% | +144.6% | +157.5% |
| YTD | +219.0% | -41.1% | +260.2% | +304.1% |
| 1Y | +418.8% | -37.9% | +456.7% | +529.3% |
| 3Y | +1,784.6% | +0.8% | +1,783.8% | +1,572.0% |
| 5Y | +1,251.0% | -4.7% | +1,255.7% | +1,097.5% |
| All | +1,008.9% | +58.2% | +950.6% | +612.5% |
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 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