+210.7%
ROL vs APD
+165.5%
+45.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.4% | -2.2% | +0.8% | -0.7% |
| 30D | -4.1% | +2.1% | -6.2% | -4.8% |
| 3M | -22.5% | +7.2% | -29.7% | -24.5% |
| 6M | -37.7% | +11.2% | -48.9% | -40.1% |
| YTD | -39.6% | +24.4% | -64.0% | -44.3% |
| 1Y | -36.0% | +6.7% | -42.7% | -38.1% |
| 3Y | -5.1% | +9.2% | -14.4% | -11.3% |
| 5Y | -3.4% | +27.4% | -30.7% | -17.4% |
| All | +210.7% | +165.5% | +45.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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