+212.7%
ROL vs AA
+44.7%
+168.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.4% |
| 7D | -1.7% | +5.3% | -7.0% | -2.0% |
| 30D | +18.5% | -2.3% | +20.8% | +18.6% |
| 3M | +4.3% | -20.8% | +25.2% | +5.8% |
| 6M | -27.7% | -39.8% | +12.1% | -25.6% |
| YTD | -35.8% | -23.3% | -12.5% | -35.4% |
| 1Y | -34.1% | +1.8% | -35.9% | -35.2% |
| 3Y | +2.9% | +69.5% | -66.6% | -5.7% |
| 5Y | +12.7% | -18.0% | +30.7% | +7.2% |
| All | +212.7% | +44.7% | +168.0% | +156.8% |
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