+1,560.6%
ROL vs AG
+445.6%
+1,115.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -4.1% | +19.2% | -23.3% | -5.1% |
| 3M | -22.5% | +6.2% | -28.7% | -23.0% |
| 6M | -37.7% | -26.7% | -11.0% | -37.0% |
| YTD | -39.6% | +26.1% | -65.7% | -41.0% |
| 1Y | -36.0% | +131.7% | -167.7% | -39.9% |
| 3Y | -5.1% | +255.3% | -260.5% | -14.7% |
| 5Y | -3.4% | +61.9% | -65.3% | -10.7% |
| 10Y | +215.2% | +72.0% | +143.2% | +176.7% |
| All | +1,560.6% | +445.6% | +1,115.0% | +982.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling