+220.7%
ROL vs AR
+57.4%
+163.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +3.0% | +7.4% | -4.4% | +2.7% |
| 30D | +19.8% | +5.8% | +14.0% | +19.4% |
| 3M | +7.9% | +5.2% | +2.7% | +7.5% |
| 6M | -25.6% | +5.4% | -31.1% | -26.0% |
| YTD | -34.1% | +12.4% | -46.6% | -34.7% |
| 1Y | -31.4% | +12.8% | -44.2% | -32.0% |
| 3Y | +4.7% | +47.2% | -42.5% | +1.8% |
| 5Y | +15.6% | +101.1% | -85.5% | +9.5% |
| All | +220.7% | +57.4% | +163.4% | +205.8% |
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