+11,743.1%
COST vs ROL
+9,030.3%
+2,712.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -2.8% | -4.1% | +1.3% | -1.6% |
| 3M | -5.7% | -22.5% | +16.8% | +1.8% |
| 6M | -8.8% | -37.7% | +28.9% | +5.1% |
| YTD | +6.7% | -39.6% | +46.2% | +23.6% |
| 1Y | -3.6% | -36.0% | +32.4% | +9.3% |
| 3Y | +75.1% | -5.1% | +80.2% | +74.0% |
| 5Y | +108.9% | -3.4% | +112.3% | +103.6% |
| 10Y | +586.2% | +215.2% | +370.9% | +351.1% |
| All | +11,743.1% | +9,030.3% | +2,712.8% | +2,190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling