+212.7%
ROL vs APA
+7.0%
+205.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.5% |
| 7D | -1.7% | +9.6% | -11.3% | -2.1% |
| 30D | +18.5% | -0.2% | +18.8% | +18.4% |
| 3M | +4.3% | +19.8% | -15.5% | +3.3% |
| 6M | -27.7% | +30.1% | -57.8% | -28.8% |
| YTD | -35.8% | +100.4% | -136.2% | -38.2% |
| 1Y | -34.1% | +105.2% | -139.3% | -36.6% |
| 3Y | +2.9% | +44.6% | -41.7% | -0.3% |
| 5Y | +12.7% | +88.8% | -76.1% | +6.3% |
| All | +212.7% | +7.0% | +205.8% | +191.7% |
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