-35.9%
DOW vs ROL
-2.9%
-33.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.8% |
| 7D | -2.9% | -3.4% | +0.5% | -2.5% |
| 30D | +2.0% | -6.9% | +8.9% | +3.0% |
| 3M | -12.5% | -24.6% | +12.1% | -9.1% |
| 6M | -9.2% | -39.5% | +30.3% | -2.7% |
| YTD | +30.8% | -41.1% | +71.9% | +40.7% |
| 1Y | +29.4% | -37.9% | +67.3% | +38.1% |
| 3Y | -34.6% | +0.8% | -35.4% | -36.8% |
| 5Y | -35.9% | -4.7% | -31.3% | -38.8% |
| All | -35.9% | -2.9% | -33.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling