+213.1%
ROL vs BAX
-34.5%
+247.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +2.9% | +3.6% | -0.8% | +2.0% |
| 30D | +20.1% | +8.5% | +11.6% | +17.8% |
| 3M | +3.2% | -4.9% | +8.1% | +4.1% |
| 6M | -28.0% | +47.0% | -75.0% | -34.5% |
| YTD | -35.3% | +38.4% | -73.7% | -40.5% |
| 1Y | -33.6% | +49.1% | -82.8% | -40.1% |
| 3Y | +3.8% | -14.9% | +18.7% | +2.5% |
| 5Y | +14.4% | -63.1% | +77.5% | +45.4% |
| 10Y | +213.1% | -35.6% | +248.7% | +256.8% |
| All | +213.1% | -34.5% | +247.5% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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