+208.2%
ROL vs BBWI
-58.2%
+266.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -0.6% |
| 7D | -3.3% | -4.4% | +1.1% | -2.9% |
| 30D | -7.2% | -7.4% | +0.2% | -6.7% |
| 3M | -27.0% | -2.2% | -24.7% | -27.0% |
| 6M | -39.5% | -16.3% | -23.2% | -39.0% |
| YTD | -41.8% | -9.1% | -32.7% | -41.9% |
| 1Y | -38.9% | -34.5% | -4.3% | -37.4% |
| 3Y | -0.4% | -47.0% | +46.6% | +1.6% |
| 5Y | -4.2% | -68.8% | +64.6% | +1.4% |
| 10Y | +208.2% | -57.4% | +265.6% | +189.9% |
| All | +208.2% | -58.2% | +266.4% | +189.9% |
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