-0.5%
ROL vs ALL
+118.4%
-118.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.8% |
| 7D | -1.4% | 0.0% | -1.5% | -1.4% |
| 30D | -4.1% | -1.5% | -2.6% | -3.8% |
| 3M | -22.5% | +23.6% | -46.1% | -26.9% |
| 6M | -37.7% | +22.3% | -60.0% | -41.1% |
| YTD | -39.6% | +26.5% | -66.1% | -43.5% |
| 1Y | -36.0% | +27.0% | -63.0% | -40.3% |
| 3Y | -5.1% | +149.6% | -154.7% | -24.6% |
| All | -0.5% | +118.4% | -118.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling