+217.2%
ROL vs AR
+58.9%
+158.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +0.8% | +2.1% | -1.3% | +0.7% |
| 30D | +20.6% | +4.5% | +16.1% | +20.3% |
| 3M | +4.5% | +1.0% | +3.5% | +4.3% |
| 6M | -26.5% | +4.4% | -30.9% | -26.8% |
| YTD | -34.8% | +10.9% | -45.7% | -35.3% |
| 1Y | -33.2% | +8.6% | -41.7% | -33.7% |
| 3Y | +4.5% | +48.5% | -44.0% | +1.5% |
| 5Y | +15.5% | +95.7% | -80.2% | +9.6% |
| 10Y | +217.2% | +55.5% | +161.8% | +201.3% |
| All | +217.2% | +58.9% | +158.3% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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