+4,097.9%
ROL vs ALL
+3,667.9%
+430.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.6% |
| 6M | -37.7% | +22.3% | -60.0% | -41.6% |
| YTD | -39.6% | +26.5% | -66.1% | -44.1% |
| 1Y | -36.0% | +27.0% | -63.0% | -41.0% |
| 3Y | -5.1% | +149.6% | -154.7% | -29.6% |
| 5Y | -3.4% | +118.1% | -121.5% | -26.8% |
| 10Y | +215.2% | +369.0% | -153.7% | +84.9% |
| All | +4,097.9% | +3,667.9% | +430.0% | +1,508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling