+5,530.3%
ROL vs A
+546.2%
+4,984.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +22.9% | +3.4% | +19.6% | +21.8% |
| 3M | +3.5% | +23.8% | -20.3% | -2.1% |
| 6M | -29.4% | +49.0% | -78.4% | -36.7% |
| YTD | -36.1% | +29.4% | -65.5% | -40.9% |
| 1Y | -34.4% | +19.4% | -53.7% | -38.1% |
| 3Y | +4.0% | +66.2% | -62.2% | -11.5% |
| 5Y | +13.2% | +15.8% | -2.6% | +3.7% |
| 10Y | +219.7% | +326.1% | -106.4% | +111.9% |
| All | +5,530.3% | +546.2% | +4,984.1% | +2,780.4% |
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