+208.8%
C vs ROL
+209.5%
-0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | -0.4% | +2.9% | -3.2% | -1.2% |
| 30D | -5.2% | +20.1% | -25.3% | -10.4% |
| 3M | -9.1% | +3.2% | -12.3% | -10.3% |
| 6M | -1.6% | -28.0% | +26.5% | +8.2% |
| YTD | +6.9% | -35.3% | +42.2% | +21.4% |
| 1Y | +23.0% | -33.6% | +56.6% | +38.4% |
| 3Y | +216.1% | +3.8% | +212.4% | +199.1% |
| 5Y | +112.2% | +14.4% | +97.9% | +88.5% |
| 10Y | +208.8% | +213.1% | -4.3% | +59.0% |
| All | +208.8% | +209.5% | -0.7% | +59.0% |
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