+14,219.4%
DE vs ROL
+9,850.6%
+4,368.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.6% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | +3.6% | +19.8% | -16.2% | -2.8% |
| 3M | +10.2% | +7.9% | +2.3% | +7.0% |
| 6M | +16.6% | -25.6% | +42.2% | +27.4% |
| YTD | +45.8% | -34.1% | +80.0% | +65.8% |
| 1Y | +43.9% | -31.4% | +75.3% | +61.3% |
| 3Y | +89.6% | +4.7% | +84.9% | +80.7% |
| 5Y | +100.3% | +15.6% | +84.7% | +80.3% |
| 10Y | +760.8% | +220.6% | +540.2% | +425.5% |
| All | +14,219.4% | +9,850.6% | +4,368.8% | +2,737.7% |
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