+9,030.3%
ROL vs BBWI
+1,034.6%
+7,995.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.7% |
| 30D | -4.1% | -5.2% | +1.1% | -3.4% |
| 3M | -22.5% | +11.1% | -33.6% | -24.3% |
| 6M | -37.7% | -13.4% | -24.3% | -37.1% |
| YTD | -39.6% | +0.1% | -39.7% | -40.8% |
| 1Y | -36.0% | -36.1% | +0.1% | -33.1% |
| 3Y | -5.1% | -44.1% | +39.0% | -2.8% |
| 5Y | -3.4% | -66.2% | +62.9% | +4.3% |
| 10Y | +215.2% | -54.8% | +270.0% | +181.0% |
| All | +9,030.3% | +1,034.6% | +7,995.6% | +4,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling