+16.0%
ROL vs APA
+94.1%
-78.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.5% |
| 7D | +3.0% | +8.5% | -5.6% | +2.7% |
| 30D | +19.8% | +2.8% | +17.0% | +19.5% |
| 3M | +7.9% | +21.7% | -13.8% | +6.9% |
| 6M | -25.6% | +32.6% | -58.3% | -26.7% |
| YTD | -34.1% | +103.7% | -137.8% | -36.5% |
| 1Y | -31.4% | +101.8% | -133.2% | -33.9% |
| 3Y | +4.7% | +48.1% | -43.4% | +1.8% |
| All | +16.0% | +94.1% | -78.1% | +4.8% |
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