+4,232.5%
ROL vs AU
+783.5%
+3,449.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.5% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -6.9% | +12.8% | -19.7% | -7.8% |
| 3M | -24.6% | +28.5% | -53.1% | -26.0% |
| 6M | -39.5% | +4.8% | -44.4% | -40.1% |
| YTD | -41.1% | +31.0% | -72.1% | -42.6% |
| 1Y | -37.9% | +81.4% | -119.4% | -40.9% |
| 3Y | +0.8% | +618.4% | -617.6% | -13.4% |
| 5Y | -4.7% | +686.3% | -691.0% | -19.4% |
| 10Y | +207.9% | +664.5% | -456.6% | +151.7% |
| All | +4,232.5% | +783.5% | +3,449.1% | +3,352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling