+207.9%
ROL vs AA
+121.7%
+86.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.1% | -2.8% |
| 7D | -3.4% | +1.7% | -5.1% | -3.5% |
| 30D | -6.9% | +3.3% | -10.3% | -7.2% |
| 3M | -24.6% | -29.4% | +4.8% | -22.9% |
| 6M | -39.5% | -12.8% | -26.7% | -39.4% |
| YTD | -41.1% | -2.1% | -39.0% | -41.6% |
| 1Y | -37.9% | +62.8% | -100.7% | -41.2% |
| 3Y | +0.8% | +90.5% | -89.7% | -8.2% |
| 5Y | -4.7% | +19.1% | -23.7% | -12.2% |
| 10Y | +207.9% | +124.8% | +83.1% | +135.8% |
| All | +207.9% | +121.7% | +86.2% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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