+207.9%
ROL vs AG
+57.4%
+150.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.4% | +4.5% | -7.9% | -3.6% |
| 30D | -6.9% | +12.9% | -19.8% | -7.5% |
| 3M | -24.6% | +20.9% | -45.5% | -25.4% |
| 6M | -39.5% | -19.5% | -20.0% | -39.2% |
| YTD | -41.1% | +24.8% | -65.9% | -42.2% |
| 1Y | -37.9% | +120.2% | -158.2% | -41.0% |
| 3Y | +0.8% | +279.0% | -278.2% | -8.2% |
| 5Y | -4.7% | +67.9% | -72.6% | -11.3% |
| 10Y | +207.9% | +57.5% | +150.4% | +189.2% |
| All | +207.9% | +57.4% | +150.5% | +189.2% |
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