+13.6%
ROL vs APA
+71.7%
-58.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.2% |
| 7D | +9.5% | -15.5% | +25.0% | +10.1% |
| 30D | +22.9% | +2.4% | +20.5% | +22.7% |
| 3M | +3.5% | +22.8% | -19.2% | +2.4% |
| 6M | -29.4% | +17.9% | -47.3% | -30.1% |
| YTD | -36.1% | +87.7% | -123.7% | -38.2% |
| 1Y | -34.4% | +94.2% | -128.5% | -36.7% |
| 3Y | +4.0% | +27.2% | -23.2% | +2.1% |
| All | +13.6% | +71.7% | -58.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling