-10.8%
DOW vs ROL
+45.1%
-55.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | +0.4% | -4.1% | +4.5% | +1.5% |
| 3M | -14.4% | -22.5% | +8.1% | -8.0% |
| 6M | -7.0% | -37.7% | +30.7% | +6.4% |
| YTD | +30.2% | -39.6% | +69.8% | +50.0% |
| 1Y | +29.2% | -36.0% | +65.2% | +45.8% |
| 3Y | -36.7% | -5.1% | -31.6% | -39.1% |
| 5Y | -37.7% | -3.4% | -34.3% | -41.9% |
| All | -10.8% | +45.1% | -55.9% | -40.2% |
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