+5,391.0%
ROL vs BB
+258.8%
+5,132.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -5.6% | +4.2% | -1.0% |
| 30D | -4.1% | -11.8% | +7.7% | -3.2% |
| 3M | -22.5% | -25.5% | +3.0% | -21.2% |
| 6M | -37.7% | +121.3% | -158.9% | -42.8% |
| YTD | -39.6% | +103.2% | -142.7% | -44.1% |
| 1Y | -36.0% | +102.6% | -138.6% | -41.1% |
| 3Y | -5.1% | +37.5% | -42.6% | -12.3% |
| 5Y | -3.4% | -30.4% | +27.1% | -7.2% |
| 10Y | +215.2% | 0.0% | +215.2% | +163.1% |
| All | +5,391.0% | +258.8% | +5,132.1% | +3,221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling