+214.7%
ROL vs AG
+64.1%
+150.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.5% | -0.1% |
| 7D | +3.4% | +6.0% | -2.6% | +3.1% |
| 30D | +20.8% | -13.5% | +34.3% | +21.4% |
| 3M | +3.7% | -20.7% | +24.4% | +4.5% |
| 6M | -27.7% | -31.5% | +3.9% | -26.9% |
| YTD | -34.9% | -10.1% | -24.8% | -35.4% |
| 1Y | -33.3% | +26.0% | -59.3% | -34.9% |
| 3Y | +4.3% | +228.9% | -224.6% | -4.6% |
| 5Y | +15.0% | +8.7% | +6.3% | +8.5% |
| 10Y | +214.7% | +71.9% | +142.8% | +188.1% |
| All | +214.7% | +64.1% | +150.6% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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