+2,217.6%
ROL vs AGI
+5,459.2%
-3,241.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -4.1% | +18.2% | -22.3% | -4.5% |
| 3M | -22.5% | -4.1% | -18.4% | -22.5% |
| 6M | -37.7% | -28.7% | -9.0% | -37.3% |
| YTD | -39.6% | -4.0% | -35.6% | -39.6% |
| 1Y | -36.0% | +17.4% | -53.4% | -36.4% |
| 3Y | -5.1% | +203.0% | -208.2% | -7.7% |
| 5Y | -3.4% | +376.7% | -380.0% | -6.9% |
| 10Y | +215.2% | +407.5% | -192.2% | +201.7% |
| All | +2,217.6% | +5,459.2% | -3,241.6% | +1,852.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling