+217.2%
ROL vs ALL
+371.2%
-153.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | -2.6% | +3.3% | +1.6% |
| 30D | +20.6% | +12.7% | +7.9% | +15.9% |
| 3M | +4.5% | +0.4% | +4.1% | +4.2% |
| 6M | -26.5% | +23.8% | -50.3% | -32.0% |
| YTD | -34.8% | +27.8% | -62.6% | -40.6% |
| 1Y | -33.2% | +28.9% | -62.1% | -39.3% |
| 3Y | +4.5% | +113.9% | -109.4% | -21.3% |
| 5Y | +15.5% | +157.4% | -141.8% | -21.1% |
| 10Y | +217.2% | +369.0% | -151.8% | +65.8% |
| All | +217.2% | +371.2% | -153.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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