-30.8%
DOW vs ROL
+16.0%
-46.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | -9.4% | +7.5% | -16.9% | -10.3% |
| 30D | +8.9% | +21.1% | -12.2% | +6.1% |
| 3M | +6.7% | +3.1% | +3.6% | +6.1% |
| 6M | -14.2% | -27.4% | +13.2% | -10.5% |
| YTD | +36.9% | -34.7% | +71.6% | +45.0% |
| 1Y | +45.8% | -32.9% | +78.7% | +53.7% |
| 3Y | -23.9% | +6.1% | -30.0% | -27.0% |
| 5Y | -30.8% | +16.3% | -47.1% | -33.4% |
| All | -30.8% | +16.0% | -46.7% | -33.4% |
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