+212.7%
ROL vs BBWI
-48.2%
+260.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.2% |
| 7D | -1.7% | -4.5% | +2.8% | -1.3% |
| 30D | +18.5% | +17.1% | +1.4% | +16.8% |
| 3M | +4.3% | +17.5% | -13.1% | +2.6% |
| 6M | -27.7% | +12.8% | -40.5% | -28.9% |
| YTD | -35.8% | +8.2% | -43.9% | -36.9% |
| 1Y | -34.1% | -1.8% | -32.3% | -35.0% |
| 3Y | +2.9% | -25.8% | +28.7% | +1.5% |
| 5Y | +12.7% | -68.0% | +80.7% | +19.3% |
| All | +212.7% | -48.2% | +260.9% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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