-11.0%
ROL vs AS
+134.9%
-145.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | +9.5% | +6.9% | +2.6% | +9.0% |
| 30D | +22.9% | +16.0% | +6.9% | +21.6% |
| 3M | +3.5% | -12.8% | +16.4% | +4.3% |
| 6M | -29.4% | -15.4% | -14.0% | -28.8% |
| YTD | -36.1% | -15.7% | -20.3% | -35.6% |
| 1Y | -34.4% | +6.1% | -40.4% | -34.6% |
| All | -11.0% | +134.9% | -145.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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