+207.9%
ROL vs BAH
+182.5%
+25.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -3.4% | -4.3% | +0.9% | -2.4% |
| 30D | -6.9% | -4.5% | -2.5% | -6.0% |
| 3M | -24.6% | -7.6% | -17.0% | -23.5% |
| 6M | -39.5% | -10.6% | -28.9% | -38.4% |
| YTD | -41.1% | -12.6% | -28.5% | -40.3% |
| 1Y | -37.9% | -27.0% | -10.9% | -34.2% |
| 3Y | +0.8% | -31.5% | +32.3% | +3.7% |
| 5Y | -4.7% | -3.8% | -0.9% | -14.4% |
| 10Y | +207.9% | +183.9% | +23.9% | +108.3% |
| All | +207.9% | +182.5% | +25.3% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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