+205.1%
ROL vs AGI
+388.9%
-183.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | -3.2% | -5.3% | +2.0% | -3.0% |
| 30D | -6.6% | +6.8% | -13.4% | -6.9% |
| 3M | -27.3% | +8.3% | -35.6% | -27.7% |
| 6M | -38.1% | -29.2% | -8.9% | -37.3% |
| YTD | -41.8% | -7.3% | -34.5% | -41.8% |
| 1Y | -37.8% | +8.0% | -45.8% | -38.4% |
| 3Y | -0.3% | +206.6% | -206.9% | -5.7% |
| 5Y | -5.1% | +398.1% | -403.2% | -11.6% |
| All | +205.1% | +388.9% | -183.8% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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