+220.7%
ROL vs BB
+21.8%
+199.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.7% |
| 7D | +3.0% | +1.8% | +1.2% | +2.9% |
| 30D | +19.8% | +8.1% | +11.6% | +19.1% |
| 3M | +7.9% | -1.0% | +8.9% | +7.6% |
| 6M | -25.6% | +45.9% | -71.6% | -28.0% |
| YTD | -34.1% | +134.8% | -169.0% | -38.2% |
| 1Y | -31.4% | +104.6% | -136.0% | -35.1% |
| 3Y | +4.7% | +152.8% | -148.2% | -4.4% |
| 5Y | +15.6% | -17.4% | +33.0% | +11.1% |
| All | +220.7% | +21.8% | +199.0% | +162.6% |
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