+16.0%
ROL vs AU
+381.3%
-365.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | +3.0% | -7.2% | +10.2% | +3.5% |
| 30D | +19.8% | -2.9% | +22.6% | +19.9% |
| 3M | +7.9% | -8.7% | +16.6% | +8.2% |
| 6M | -25.6% | -14.1% | -11.5% | -25.3% |
| YTD | -34.1% | +4.8% | -38.9% | -35.2% |
| 1Y | -31.4% | +11.9% | -43.3% | -33.0% |
| 3Y | +4.7% | +513.8% | -509.1% | -13.7% |
| All | +16.0% | +381.3% | -365.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling