+752.9%
ROL vs BAH
+886.2%
-133.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -4.1% | +2.0% | -6.1% | -4.7% |
| 3M | -22.5% | -7.6% | -14.9% | -21.3% |
| 6M | -37.7% | -5.7% | -32.0% | -37.4% |
| YTD | -39.6% | -11.7% | -27.8% | -38.8% |
| 1Y | -36.0% | -27.4% | -8.7% | -32.0% |
| 3Y | -5.1% | -32.5% | +27.4% | -0.9% |
| 5Y | -3.4% | -3.3% | 0.0% | -11.0% |
| 10Y | +215.2% | +186.0% | +29.3% | +109.7% |
| All | +752.9% | +886.2% | -133.3% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling