+205.1%
ROL vs BBY
+242.2%
-37.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -6.6% | +5.8% | -12.4% | -7.6% |
| 3M | -27.3% | +18.0% | -45.3% | -29.5% |
| 6M | -38.1% | +39.8% | -77.9% | -42.1% |
| YTD | -41.8% | +35.4% | -77.2% | -45.4% |
| 1Y | -37.8% | +21.4% | -59.2% | -40.6% |
| 3Y | -0.3% | +39.5% | -39.9% | -10.6% |
| 5Y | -5.1% | -0.5% | -4.6% | -10.5% |
| All | +205.1% | +242.2% | -37.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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