+69.0%
F vs ROL
+214.5%
-145.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +3.3% | +20.6% | -17.3% | -2.8% |
| 3M | -11.3% | +4.5% | -15.8% | -12.8% |
| 6M | +5.3% | -26.5% | +31.8% | +15.2% |
| YTD | -2.2% | -34.8% | +32.6% | +10.8% |
| 1Y | -3.5% | -33.2% | +29.6% | +8.2% |
| 3Y | +49.5% | +4.5% | +45.1% | +41.3% |
| 5Y | -13.5% | +15.5% | -29.1% | -22.8% |
| 10Y | +69.0% | +217.2% | -148.2% | -9.5% |
| All | +69.0% | +214.5% | -145.5% | -9.5% |
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