+1,745.8%
ROL vs AVAV
+308.3%
+1,437.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.8% | +10.8% | +2.2% |
| 7D | +11.7% | -24.3% | +36.1% | +15.5% |
| 30D | +27.7% | -28.9% | +56.6% | +33.0% |
| 3M | +3.7% | -39.3% | +42.9% | +9.7% |
| 6M | -27.8% | -38.8% | +11.0% | -24.7% |
| YTD | -34.7% | -57.8% | +23.1% | -29.8% |
| 1Y | -34.1% | -70.9% | +36.8% | -25.6% |
| 3Y | +5.9% | -14.8% | +20.7% | -3.8% |
| 5Y | +15.6% | +7.3% | +8.4% | -3.3% |
| 10Y | +226.5% | +325.3% | -98.8% | +90.4% |
| All | +1,745.8% | +308.3% | +1,437.5% | +828.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling