+3,653.2%
FIX vs ROL
+216.1%
+3,437.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +6.2% |
| 7D | -17.5% | +9.5% | -26.9% | -20.4% |
| 30D | -41.6% | +22.9% | -64.5% | -46.4% |
| 3M | -40.6% | +3.5% | -44.1% | -42.0% |
| 6M | -49.4% | -29.4% | -20.0% | -42.8% |
| YTD | +9.2% | -36.1% | +45.2% | +28.3% |
| 1Y | +6.5% | -34.4% | +40.8% | +23.4% |
| 3Y | +448.7% | +4.0% | +444.7% | +393.9% |
| 5Y | +948.7% | +13.2% | +935.5% | +785.4% |
| All | +3,653.2% | +216.1% | +3,437.1% | +1,583.7% |
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