+95.6%
F vs ROL
+214.4%
-118.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +5.3% | -1.4% | +6.8% | +5.8% |
| 30D | +4.6% | -4.1% | +8.7% | +5.9% |
| 3M | -3.7% | -22.5% | +18.8% | +3.9% |
| 6M | +16.8% | -37.7% | +54.5% | +35.0% |
| YTD | +15.3% | -39.6% | +54.9% | +34.0% |
| 1Y | +31.0% | -36.0% | +67.0% | +48.7% |
| 3Y | +45.4% | -5.1% | +50.6% | +41.7% |
| 5Y | +54.7% | -3.4% | +58.0% | +46.4% |
| All | +95.6% | +214.4% | -118.8% | +17.3% |
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