+9,030.3%
ROL vs APA
+815.8%
+8,214.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -1.4% | +0.5% | -2.0% | -1.5% |
| 30D | -4.1% | +23.4% | -27.5% | -6.6% |
| 3M | -22.5% | +12.7% | -35.2% | -23.9% |
| 6M | -37.7% | +39.4% | -77.1% | -40.6% |
| YTD | -39.6% | +79.0% | -118.5% | -44.2% |
| 1Y | -36.0% | +88.8% | -124.8% | -41.6% |
| 3Y | -5.1% | +6.4% | -11.5% | -9.3% |
| 5Y | -3.4% | +153.0% | -156.4% | -20.6% |
| 10Y | +215.2% | +7.5% | +207.7% | +149.8% |
| All | +9,030.3% | +815.8% | +8,214.5% | +5,688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling