-4.2%
ROL vs AGI
+392.7%
-396.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -3.3% | +2.2% | -5.5% | -3.5% |
| 30D | -7.2% | +11.3% | -18.5% | -8.3% |
| 3M | -27.0% | +5.6% | -32.6% | -27.6% |
| 6M | -39.5% | -27.7% | -11.8% | -37.8% |
| YTD | -41.8% | -4.1% | -37.7% | -42.2% |
| 1Y | -38.9% | +13.8% | -52.7% | -40.7% |
| 3Y | -0.4% | +217.0% | -217.4% | -16.6% |
| 5Y | -4.2% | +404.3% | -408.5% | -25.5% |
| All | -4.2% | +392.7% | -396.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling