+4,744.7%
ROL vs AU
+607.0%
+4,137.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | +3.0% | -7.2% | +10.2% | +3.4% |
| 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% | -35.0% |
| 1Y | -31.4% | +11.9% | -43.3% | -32.6% |
| 3Y | +4.7% | +513.8% | -509.1% | -9.2% |
| 5Y | +15.6% | +379.3% | -363.7% | +0.7% |
| 10Y | +220.6% | +837.1% | -616.5% | +157.8% |
| All | +4,744.7% | +607.0% | +4,137.7% | +3,808.5% |
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