+208.2%
ROL vs BAX
-37.8%
+246.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -3.3% | -5.1% | +1.8% | -2.1% |
| 30D | -7.2% | -12.2% | +4.9% | -4.6% |
| 3M | -27.0% | +21.8% | -48.8% | -30.4% |
| 6M | -39.5% | +36.3% | -75.8% | -44.0% |
| YTD | -41.8% | +27.8% | -69.6% | -45.4% |
| 1Y | -38.9% | -0.1% | -38.8% | -39.8% |
| 3Y | -0.4% | -33.3% | +32.9% | +5.0% |
| 5Y | -4.2% | -67.1% | +62.9% | +24.7% |
| 10Y | +208.2% | -36.9% | +245.1% | +254.5% |
| All | +208.2% | -37.8% | +246.0% | +254.5% |
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