+213.1%
ROL vs AVAV
+358.8%
-145.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.7% |
| 30D | +20.1% | -9.9% | +30.1% | +20.9% |
| 3M | +3.2% | -34.7% | +37.9% | +6.4% |
| 6M | -28.0% | -26.6% | -1.4% | -27.2% |
| YTD | -35.3% | -48.9% | +13.7% | -33.2% |
| 1Y | -33.6% | -63.0% | +29.4% | -29.5% |
| 3Y | +3.8% | +1.6% | +2.2% | -5.5% |
| 5Y | +14.4% | +34.5% | -20.1% | -3.2% |
| 10Y | +213.1% | +359.3% | -146.2% | +113.3% |
| All | +213.1% | +358.8% | -145.7% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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