+216.0%
ROL vs ALL
+370.9%
-154.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.6% |
| 7D | +9.5% | -1.9% | +11.4% | +10.2% |
| 30D | +22.9% | +13.8% | +9.2% | +17.8% |
| 3M | +3.5% | -7.0% | +10.5% | +5.9% |
| 6M | -29.4% | +18.0% | -47.4% | -33.6% |
| YTD | -36.1% | +24.2% | -60.3% | -41.1% |
| 1Y | -34.4% | +31.2% | -65.5% | -40.7% |
| 3Y | +4.0% | +107.5% | -103.5% | -20.9% |
| 5Y | +13.2% | +144.8% | -131.6% | -21.2% |
| All | +216.0% | +370.9% | -154.9% | +66.2% |
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