+3,800.0%
FIX vs ROL
+222.1%
+3,577.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.7% |
| 7D | -7.2% | +7.5% | -14.8% | -9.8% |
| 30D | -35.1% | +21.1% | -56.3% | -40.0% |
| 3M | -34.3% | +3.1% | -37.4% | -35.6% |
| 6M | -42.9% | -27.4% | -15.5% | -36.2% |
| YTD | +19.5% | -34.7% | +54.2% | +39.3% |
| 1Y | +16.8% | -32.9% | +49.7% | +34.4% |
| 3Y | +506.7% | +6.1% | +500.6% | +442.6% |
| 5Y | +1,046.7% | +16.3% | +1,030.4% | +858.9% |
| 10Y | +3,800.0% | +214.9% | +3,585.1% | +1,703.5% |
| All | +3,800.0% | +222.1% | +3,577.9% | +1,703.5% |
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