+16.0%
ROL vs ALL
+161.6%
-145.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +3.0% | +5.0% | -2.1% | +1.6% |
| 30D | +19.8% | +13.3% | +6.4% | +16.0% |
| 3M | +7.9% | +3.2% | +4.7% | +6.9% |
| 6M | -25.6% | +25.3% | -51.0% | -30.2% |
| YTD | -34.1% | +30.5% | -64.6% | -39.0% |
| 1Y | -31.4% | +29.2% | -60.6% | -36.3% |
| 3Y | +4.7% | +119.1% | -114.4% | -14.7% |
| All | +16.0% | +161.6% | -145.7% | -14.7% |
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