+206.6%
ROL vs AU
+699.0%
-492.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -3.2% | -4.3% | +1.1% | -3.0% |
| 30D | -4.9% | +7.3% | -12.2% | -5.3% |
| 3M | -25.8% | +26.3% | -52.2% | -26.8% |
| 6M | -37.6% | +1.8% | -39.3% | -37.9% |
| YTD | -41.5% | +26.8% | -68.3% | -42.5% |
| 1Y | -39.5% | +66.7% | -106.2% | -41.4% |
| 3Y | +0.1% | +579.1% | -578.9% | -9.6% |
| 5Y | -4.6% | +689.3% | -693.9% | -14.5% |
| All | +206.6% | +699.0% | -492.4% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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