-4.6%
DOW vs ROL
+56.3%
-60.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -6.8% | +3.4% | -10.2% | -7.8% |
| 30D | +10.8% | +20.8% | -10.0% | +4.7% |
| 3M | +4.1% | +3.7% | +0.4% | +2.6% |
| 6M | -12.7% | -27.7% | +14.9% | -4.6% |
| YTD | +39.2% | -34.9% | +74.1% | +56.5% |
| 1Y | +49.5% | -33.3% | +82.8% | +66.6% |
| 3Y | -24.4% | +4.3% | -28.7% | -29.4% |
| 5Y | -29.6% | +15.0% | -44.5% | -38.7% |
| All | -4.6% | +56.3% | -60.9% | -37.6% |
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