+5,706.9%
ROL vs ATI
+915.7%
+4,791.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.8% |
| 7D | +9.5% | +6.2% | +3.3% | +8.3% |
| 30D | +22.9% | -7.1% | +30.0% | +24.0% |
| 3M | +3.5% | -21.3% | +24.9% | +7.1% |
| 6M | -29.4% | +6.5% | -35.9% | -31.1% |
| YTD | -36.1% | +53.2% | -89.2% | -41.8% |
| 1Y | -34.4% | +82.7% | -117.1% | -42.1% |
| 3Y | +4.0% | +314.3% | -310.3% | -23.6% |
| 5Y | +13.2% | +890.9% | -877.7% | -31.2% |
| 10Y | +219.7% | +1,142.3% | -922.7% | +58.4% |
| All | +5,706.9% | +915.7% | +4,791.2% | +1,912.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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