+291.9%
C vs ROL
+213.5%
+78.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.6% | -1.4% | +5.1% | +4.1% |
| 30D | +0.1% | -4.1% | +4.1% | +1.3% |
| 3M | +2.4% | -22.5% | +24.9% | +10.3% |
| 6M | +24.9% | -37.7% | +62.6% | +44.2% |
| YTD | +19.8% | -39.6% | +59.4% | +39.4% |
| 1Y | +44.9% | -36.0% | +80.9% | +64.9% |
| 3Y | +263.0% | -5.1% | +268.1% | +253.8% |
| 5Y | +129.5% | -3.4% | +132.9% | +116.5% |
| All | +291.9% | +213.5% | +78.3% | +111.9% |
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