+220.1%
C vs ROL
+222.1%
-2.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | -0.9% | +7.5% | -8.4% | -3.1% |
| 30D | -5.4% | +21.1% | -26.5% | -10.9% |
| 3M | -9.2% | +3.1% | -12.3% | -10.3% |
| 6M | -1.8% | -27.4% | +25.6% | +7.7% |
| YTD | +6.7% | -34.7% | +41.4% | +20.8% |
| 1Y | +23.5% | -32.9% | +56.5% | +38.5% |
| 3Y | +219.8% | +6.1% | +213.6% | +200.3% |
| 5Y | +112.4% | +16.3% | +96.1% | +87.5% |
| 10Y | +220.1% | +214.9% | +5.2% | +69.1% |
| All | +220.1% | +222.1% | -2.0% | +69.1% |
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