+5,892.0%
FIX vs ROL
+214.4%
+5,677.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | -1.4% | +7.5% | +6.6% |
| 30D | -7.2% | -4.1% | -3.2% | -5.8% |
| 3M | -15.9% | -22.5% | +6.7% | -7.9% |
| 6M | +12.7% | -37.7% | +50.4% | +35.3% |
| YTD | +72.8% | -39.6% | +112.4% | +109.3% |
| 1Y | +122.9% | -36.0% | +158.9% | +160.8% |
| 3Y | +774.3% | -5.1% | +779.5% | +724.6% |
| 5Y | +2,049.5% | -3.4% | +2,052.9% | +1,864.7% |
| All | +5,892.0% | +214.4% | +5,677.6% | +2,924.4% |
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 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