+212.7%
ROL vs BAH
+197.5%
+15.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | +18.5% | +19.5% | -1.0% | +13.2% |
| 3M | +4.3% | +11.1% | -6.7% | +1.3% |
| 6M | -27.7% | +16.3% | -44.1% | -31.1% |
| YTD | -35.8% | +4.8% | -40.6% | -37.9% |
| 1Y | -34.1% | +4.9% | -39.0% | -36.4% |
| 3Y | +2.9% | -27.0% | +30.0% | +5.5% |
| 5Y | +12.7% | +5.7% | +7.0% | -0.7% |
| All | +212.7% | +197.5% | +15.2% | +100.2% |
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