+9,030.3%
ROL vs BAX
+900.4%
+8,129.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | -4.1% | -5.5% | +1.4% | -2.9% |
| 3M | -22.5% | +33.5% | -56.0% | -27.8% |
| 6M | -37.7% | +35.9% | -73.5% | -42.4% |
| YTD | -39.6% | +35.4% | -74.9% | -44.2% |
| 1Y | -36.0% | +9.8% | -45.8% | -38.6% |
| 3Y | -5.1% | -32.7% | +27.6% | -0.7% |
| 5Y | -3.4% | -65.6% | +62.2% | +17.2% |
| 10Y | +215.2% | -34.9% | +250.2% | +224.2% |
| All | +9,030.3% | +900.4% | +8,129.8% | +5,686.9% |
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