+233.8%
LOW vs ROL
+205.3%
+28.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -0.6% | -3.3% | +2.7% | +0.7% |
| 30D | -9.3% | -7.2% | -2.0% | -6.5% |
| 3M | -8.1% | -27.0% | +18.9% | +4.0% |
| 6M | -19.8% | -39.5% | +19.7% | -2.1% |
| YTD | -16.4% | -41.8% | +25.4% | +3.2% |
| 1Y | -24.7% | -38.9% | +14.2% | -9.2% |
| 3Y | -8.8% | -0.4% | -8.4% | -12.5% |
| 5Y | +7.8% | -4.2% | +12.0% | +2.2% |
| 10Y | +233.8% | +208.2% | +25.6% | +108.8% |
| All | +233.8% | +205.3% | +28.5% | +108.8% |
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