+0.1%
DOW vs ROL
+58.1%
-58.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | +5.2% | +3.0% | +2.2% | +4.3% |
| 30D | +13.2% | +19.8% | -6.6% | +7.3% |
| 3M | +10.1% | +7.9% | +2.2% | +7.3% |
| 6M | -13.1% | -25.6% | +12.6% | -5.7% |
| YTD | +46.1% | -34.1% | +80.3% | +63.6% |
| 1Y | +50.0% | -31.4% | +81.4% | +65.8% |
| 3Y | -20.2% | +4.7% | -24.9% | -25.6% |
| 5Y | -27.7% | +15.6% | -43.3% | -37.1% |
| All | +0.1% | +58.1% | -58.1% | -34.8% |
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