+214.9%
ROL vs AVAV
+423.1%
-208.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +1.1% |
| 7D | +7.5% | +3.2% | +4.4% | +7.1% |
| 30D | +21.1% | -7.4% | +28.5% | +21.6% |
| 3M | +3.1% | -32.0% | +35.2% | +6.0% |
| 6M | -27.4% | -24.6% | -2.9% | -26.8% |
| YTD | -34.7% | -47.5% | +12.8% | -32.8% |
| 1Y | -32.9% | -61.5% | +28.5% | -29.0% |
| 3Y | +6.1% | +5.5% | +0.7% | -3.6% |
| 5Y | +16.3% | +35.7% | -19.4% | -1.5% |
| 10Y | +214.9% | +379.1% | -164.2% | +114.5% |
| All | +214.9% | +423.1% | -208.3% | +114.5% |
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