+79.8%
F vs ROL
+216.1%
-136.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +1.6% | +9.5% | -7.9% | -1.4% |
| 30D | +2.6% | +22.9% | -20.3% | -4.0% |
| 3M | -8.8% | +3.5% | -12.4% | -10.1% |
| 6M | +4.6% | -29.4% | +34.0% | +15.9% |
| YTD | -1.9% | -36.1% | +34.2% | +11.8% |
| 1Y | -0.8% | -34.4% | +33.6% | +12.0% |
| 3Y | +43.5% | +4.0% | +39.5% | +35.7% |
| 5Y | -12.1% | +13.2% | -25.3% | -21.0% |
| All | +79.8% | +216.1% | -136.3% | +6.5% |
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