+9,763.6%
ROL vs BAX
+922.9%
+8,840.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.5% |
| 7D | +7.5% | +9.0% | -1.5% | +5.4% |
| 30D | +21.1% | +8.5% | +12.7% | +18.7% |
| 3M | +3.1% | -4.1% | +7.3% | +3.9% |
| 6M | -27.4% | +46.9% | -74.4% | -34.1% |
| YTD | -34.7% | +38.4% | -73.1% | -40.2% |
| 1Y | -32.9% | +47.0% | -79.9% | -39.5% |
| 3Y | +6.1% | -14.9% | +21.1% | +5.0% |
| 5Y | +16.3% | -62.5% | +78.8% | +38.1% |
| 10Y | +214.9% | -33.9% | +248.8% | +222.5% |
| All | +9,763.6% | +922.9% | +8,840.6% | +6,106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling