+15.0%
ROL vs AVAV
+32.4%
-17.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +20.8% | -9.9% | +30.7% | +21.2% |
| 3M | +3.7% | -34.7% | +38.4% | +5.5% |
| 6M | -27.7% | -26.6% | -1.0% | -27.2% |
| YTD | -34.9% | -48.9% | +14.0% | -33.7% |
| 1Y | -33.3% | -63.0% | +29.7% | -30.9% |
| 3Y | +4.3% | +1.6% | +2.8% | -3.7% |
| 5Y | +15.0% | +34.5% | -19.5% | -4.9% |
| All | +15.0% | +32.4% | -17.4% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling