+212.7%
ROL vs A
+300.7%
-87.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -0.8% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +18.5% | +0.8% | +17.7% | +18.1% |
| 3M | +4.3% | +16.9% | -12.5% | -0.9% |
| 6M | -27.7% | +53.8% | -81.5% | -37.7% |
| YTD | -35.8% | +28.1% | -63.9% | -41.5% |
| 1Y | -34.1% | +15.0% | -49.1% | -37.8% |
| 3Y | +2.9% | +63.1% | -60.2% | -17.5% |
| 5Y | +12.7% | +11.5% | +1.3% | +2.7% |
| All | +212.7% | +300.7% | -87.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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