+9,763.6%
ROL vs BBWI
+1,165.5%
+8,598.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | +7.5% | -6.2% | +13.7% | +8.6% |
| 30D | +21.1% | +25.5% | -4.4% | +16.6% |
| 3M | +3.1% | +8.0% | -4.8% | +1.4% |
| 6M | -27.4% | +12.7% | -40.1% | -29.7% |
| YTD | -34.7% | +11.6% | -46.4% | -37.3% |
| 1Y | -32.9% | -0.9% | -32.0% | -35.0% |
| 3Y | +6.1% | -22.7% | +28.8% | +2.6% |
| 5Y | +16.3% | -67.2% | +83.5% | +26.3% |
| 10Y | +214.9% | -43.7% | +258.6% | +168.4% |
| All | +9,763.6% | +1,165.5% | +8,598.1% | +4,253.1% |
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