+13.6%
ROL vs BAX
-63.7%
+77.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +9.5% | +12.1% | -2.6% | +7.6% |
| 30D | +22.9% | +7.6% | +15.3% | +21.5% |
| 3M | +3.5% | -4.5% | +8.0% | +4.0% |
| 6M | -29.4% | +52.0% | -81.4% | -33.8% |
| YTD | -36.1% | +35.1% | -71.2% | -39.0% |
| 1Y | -34.4% | +43.7% | -78.1% | -37.8% |
| 3Y | +4.0% | -20.9% | +24.9% | +4.1% |
| All | +13.6% | -63.7% | +77.3% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling