+1,381.0%
NET vs ROL
+80.0%
+1,301.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -3.8% |
| 7D | -16.4% | +14.6% | -30.9% | -21.5% |
| 30D | -25.8% | +29.3% | -55.1% | -34.5% |
| 3M | -11.5% | +2.0% | -13.5% | -13.0% |
| 6M | +18.9% | -28.5% | +47.5% | +37.9% |
| YTD | +35.2% | -35.3% | +70.5% | +63.5% |
| 1Y | +14.5% | -34.7% | +49.1% | +37.3% |
| 3Y | +313.8% | +4.9% | +309.0% | +258.5% |
| 5Y | +32.6% | +13.2% | +19.4% | +6.1% |
| All | +1,381.0% | +80.0% | +1,301.0% | +851.0% |
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