+5,813.5%
ROL vs BB
+325.9%
+5,487.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.4% | +11.6% | -8.2% | +2.4% |
| 30D | +20.8% | +2.6% | +18.2% | +20.2% |
| 3M | +3.7% | +3.5% | +0.2% | +2.8% |
| 6M | -27.7% | +43.5% | -71.1% | -31.0% |
| YTD | -34.9% | +141.2% | -176.1% | -41.0% |
| 1Y | -33.3% | +97.4% | -130.7% | -38.5% |
| 3Y | +4.3% | +151.1% | -146.8% | -8.7% |
| 5Y | +15.0% | -12.8% | +27.8% | +8.2% |
| 10Y | +214.7% | +27.5% | +187.2% | +156.0% |
| All | +5,813.5% | +325.9% | +5,487.5% | +3,409.5% |
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 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