+2,425.8%
ROL vs AGI
+4,206.7%
-1,780.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.6% |
| 7D | +3.0% | -10.1% | +13.1% | +3.2% |
| 30D | +19.8% | -6.5% | +26.3% | +19.9% |
| 3M | +7.9% | -12.8% | +20.7% | +8.1% |
| 6M | -25.6% | -34.3% | +8.7% | -25.1% |
| YTD | -34.1% | -25.6% | -8.5% | -33.9% |
| 1Y | -31.4% | -14.2% | -17.2% | -31.3% |
| 3Y | +4.7% | +127.3% | -122.6% | +2.4% |
| 5Y | +15.6% | +241.8% | -226.2% | +12.0% |
| 10Y | +220.6% | +381.8% | -161.2% | +207.8% |
| All | +2,425.8% | +4,206.7% | -1,780.9% | +2,038.4% |
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