+5,220.2%
ROL vs A
+457.0%
+4,763.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -4.1% | +6.9% | -11.0% | -5.7% |
| 3M | -22.5% | +9.2% | -31.7% | -24.5% |
| 6M | -37.7% | +25.7% | -63.3% | -41.7% |
| YTD | -39.6% | +11.5% | -51.1% | -41.9% |
| 1Y | -36.0% | +18.4% | -54.4% | -39.5% |
| 3Y | -5.1% | +26.6% | -31.7% | -13.6% |
| 5Y | -3.4% | -12.8% | +9.4% | -4.8% |
| 10Y | +215.2% | +247.2% | -31.9% | +120.0% |
| All | +5,220.2% | +457.0% | +4,763.2% | +2,730.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling