+214.9%
ROL vs APA
+0.9%
+214.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +7.5% | -8.7% | +16.3% | +7.9% |
| 30D | +21.1% | -2.4% | +23.5% | +21.1% |
| 3M | +3.1% | +19.0% | -15.8% | +2.1% |
| 6M | -27.4% | +26.8% | -54.2% | -28.4% |
| YTD | -34.7% | +87.3% | -122.1% | -36.9% |
| 1Y | -32.9% | +92.3% | -125.2% | -35.3% |
| 3Y | +6.1% | +37.3% | -31.1% | +3.0% |
| 5Y | +16.3% | +73.2% | -56.9% | +10.1% |
| 10Y | +214.9% | -0.9% | +215.7% | +194.6% |
| All | +214.9% | +0.9% | +214.0% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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