+220.7%
ROL vs AVAV
+315.4%
-94.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.8% |
| 7D | +3.0% | +4.2% | -1.2% | +2.6% |
| 30D | +19.8% | -2.6% | +22.3% | +19.7% |
| 3M | +7.9% | -38.0% | +45.9% | +11.7% |
| 6M | -25.6% | -27.0% | +1.4% | -24.8% |
| YTD | -34.1% | -51.4% | +17.3% | -31.8% |
| 1Y | -31.4% | -60.2% | +28.8% | -27.7% |
| 3Y | +4.7% | -6.7% | +11.3% | -3.9% |
| 5Y | +15.6% | +28.3% | -12.7% | -1.9% |
| All | +220.7% | +315.4% | -94.7% | +117.9% |
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