+82.7%
O vs ROL
+209.5%
-126.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +3.5% | +2.9% | +0.7% | +2.7% |
| 30D | +10.4% | +20.1% | -9.7% | +4.4% |
| 3M | -2.4% | +3.2% | -5.6% | -3.6% |
| 6M | -1.2% | -28.0% | +26.8% | +8.4% |
| YTD | +10.4% | -35.3% | +45.7% | +24.6% |
| 1Y | +11.4% | -33.6% | +45.1% | +24.7% |
| 3Y | +40.4% | +3.8% | +36.6% | +34.9% |
| 5Y | +12.1% | +14.4% | -2.2% | +2.5% |
| 10Y | +82.7% | +213.1% | -130.3% | +20.7% |
| All | +82.7% | +209.5% | -126.8% | +20.7% |
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