+223.5%
C vs ROL
+216.1%
+7.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -2.4% | +9.5% | -11.9% | -5.1% |
| 30D | -6.0% | +22.9% | -28.9% | -11.9% |
| 3M | -10.5% | +3.5% | -14.1% | -11.9% |
| 6M | -5.7% | -29.4% | +23.7% | +4.3% |
| YTD | +4.1% | -36.1% | +40.2% | +18.7% |
| 1Y | +20.5% | -34.4% | +54.8% | +36.0% |
| 3Y | +208.1% | +4.0% | +204.1% | +191.0% |
| 5Y | +110.4% | +13.2% | +97.2% | +87.3% |
| All | +223.5% | +216.1% | +7.4% | +69.0% |
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