+5,782.9%
ROL vs BB
+325.9%
+5,457.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | +2.9% | +11.6% | -8.7% | +1.9% |
| 30D | +20.1% | +2.6% | +17.6% | +19.6% |
| 3M | +3.2% | +3.5% | -0.3% | +2.3% |
| 6M | -28.0% | +43.5% | -71.5% | -31.4% |
| YTD | -35.3% | +141.2% | -176.4% | -41.3% |
| 1Y | -33.6% | +97.4% | -131.1% | -38.8% |
| 3Y | +3.8% | +151.1% | -147.3% | -9.2% |
| 5Y | +14.4% | -12.8% | +27.2% | +7.7% |
| 10Y | +213.1% | +27.5% | +185.6% | +154.7% |
| All | +5,782.9% | +325.9% | +5,457.0% | +3,391.4% |
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