+641.7%
BE vs ROL
+74.8%
+566.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | -13.4% | +3.4% | -16.8% | -14.7% |
| 30D | -33.9% | +20.8% | -54.7% | -39.5% |
| 3M | -12.0% | +3.7% | -15.7% | -14.4% |
| 6M | -29.0% | -27.7% | -1.3% | -18.9% |
| YTD | +113.4% | -34.9% | +148.3% | +156.3% |
| 1Y | +33.2% | -33.3% | +66.5% | +57.7% |
| 3Y | +1,659.2% | +4.3% | +1,654.9% | +1,448.0% |
| 5Y | +461.4% | +15.0% | +446.4% | +352.1% |
| All | +641.7% | +74.8% | +566.8% | +351.9% |
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