+9,562.4%
ROL vs APD
+6,189.3%
+3,373.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | +9.5% | -3.7% | +13.2% | +10.8% |
| 30D | +22.9% | +9.6% | +13.3% | +19.3% |
| 3M | +3.5% | +1.6% | +1.9% | +2.9% |
| 6M | -29.4% | +2.2% | -31.6% | -30.2% |
| YTD | -36.1% | +25.9% | -61.9% | -41.2% |
| 1Y | -34.4% | +20.1% | -54.5% | -38.8% |
| 3Y | +4.0% | +12.4% | -8.4% | -3.8% |
| 5Y | +13.2% | +11.1% | +2.1% | +3.7% |
| 10Y | +219.7% | +190.1% | +29.5% | +106.5% |
| All | +9,562.4% | +6,189.3% | +3,373.1% | +2,953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling