+208.2%
ROL vs BB
+2.1%
+206.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.1% |
| 7D | -3.3% | +1.8% | -5.1% | -3.4% |
| 30D | -7.2% | -12.2% | +5.0% | -6.7% |
| 3M | -27.0% | -12.3% | -14.6% | -26.9% |
| 6M | -39.5% | +122.7% | -162.2% | -42.9% |
| YTD | -41.8% | +104.5% | -146.3% | -44.9% |
| 1Y | -38.9% | +106.7% | -145.5% | -42.3% |
| 3Y | -0.4% | +70.0% | -70.3% | -6.8% |
| 5Y | -4.2% | -27.8% | +23.6% | -7.3% |
| 10Y | +208.2% | +2.4% | +205.8% | +153.5% |
| All | +208.2% | +2.1% | +206.1% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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