+668.0%
BE vs ROL
+76.9%
+591.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -6.0% |
| 7D | +10.8% | +3.0% | +7.8% | +9.5% |
| 30D | -19.8% | +19.8% | -39.6% | -26.3% |
| 3M | -18.7% | +7.9% | -26.6% | -22.3% |
| 6M | -33.7% | -25.6% | -8.1% | -25.4% |
| YTD | +121.0% | -34.1% | +155.1% | +163.9% |
| 1Y | +85.4% | -31.4% | +116.8% | +115.9% |
| 3Y | +1,709.5% | +4.7% | +1,704.8% | +1,491.8% |
| 5Y | +462.2% | +15.6% | +446.6% | +352.0% |
| All | +668.0% | +76.9% | +591.0% | +365.4% |
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