+214.7%
ROL vs AVAV
+358.8%
-144.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.2% |
| 30D | +20.8% | -9.9% | +30.7% | +21.5% |
| 3M | +3.7% | -34.7% | +38.4% | +6.9% |
| 6M | -27.7% | -26.6% | -1.0% | -26.8% |
| YTD | -34.9% | -48.9% | +14.0% | -32.8% |
| 1Y | -33.3% | -63.0% | +29.7% | -29.1% |
| 3Y | +4.3% | +1.6% | +2.8% | -5.0% |
| 5Y | +15.0% | +34.5% | -19.5% | -2.7% |
| 10Y | +214.7% | +359.3% | -144.6% | +114.4% |
| All | +214.7% | +358.8% | -144.1% | +114.4% |
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