+9,562.4%
ROL vs AA
+213.5%
+9,348.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.5% |
| 7D | +9.5% | +0.9% | +8.6% | +9.3% |
| 30D | +22.9% | -6.7% | +29.6% | +24.1% |
| 3M | +3.5% | -16.3% | +19.9% | +6.0% |
| 6M | -29.4% | -37.1% | +7.7% | -25.1% |
| YTD | -36.1% | -25.0% | -11.0% | -34.7% |
| 1Y | -34.4% | +8.6% | -42.9% | -37.2% |
| 3Y | +4.0% | +57.2% | -53.2% | -11.6% |
| 5Y | +13.2% | -13.0% | +26.3% | +0.4% |
| 10Y | +219.7% | +65.5% | +154.1% | +112.8% |
| All | +9,562.4% | +213.5% | +9,348.9% | +4,718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling