+360.5%
RCL vs ROL
+214.5%
+146.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.6% | +0.8% | -0.1% | +0.4% |
| 30D | +19.4% | +20.6% | -1.2% | +12.5% |
| 3M | +9.8% | +4.5% | +5.3% | +7.9% |
| 6M | +28.6% | -26.5% | +55.2% | +40.8% |
| YTD | +22.2% | -34.8% | +57.0% | +38.8% |
| 1Y | +29.7% | -33.2% | +62.9% | +46.3% |
| 3Y | +265.3% | +4.5% | +260.8% | +252.6% |
| 5Y | +301.8% | +15.5% | +286.2% | +268.7% |
| 10Y | +360.5% | +217.2% | +143.2% | +141.1% |
| All | +360.5% | +214.5% | +146.0% | +141.1% |
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