+207.9%
ROL vs APA
-0.7%
+208.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -2.6% |
| 7D | -3.4% | -1.7% | -1.7% | -3.4% |
| 30D | -6.9% | +15.7% | -22.7% | -7.6% |
| 3M | -24.6% | +16.5% | -41.1% | -25.2% |
| 6M | -39.5% | +35.1% | -74.6% | -40.6% |
| YTD | -41.1% | +82.2% | -123.3% | -43.0% |
| 1Y | -37.9% | +102.5% | -140.4% | -40.3% |
| 3Y | +0.8% | +10.3% | -9.5% | -1.0% |
| 5Y | -4.7% | +166.1% | -170.8% | -11.6% |
| 10Y | +207.9% | -4.9% | +212.8% | +188.7% |
| All | +207.9% | -0.7% | +208.6% | +188.7% |
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