+13.6%
ROL vs AG
+12.9%
+0.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.2% |
| 7D | +9.5% | +6.3% | +3.2% | +9.1% |
| 30D | +22.9% | -8.9% | +31.9% | +23.4% |
| 3M | +3.5% | -12.2% | +15.7% | +3.9% |
| 6M | -29.4% | -28.3% | -1.1% | -28.5% |
| YTD | -36.1% | -8.8% | -27.2% | -36.9% |
| 1Y | -34.4% | +39.4% | -73.7% | -37.3% |
| 3Y | +4.0% | +229.4% | -225.4% | -11.3% |
| All | +13.6% | +12.9% | +0.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling