+205.1%
ROL vs BDX
+58.0%
+147.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.7% |
| 7D | -3.2% | -5.4% | +2.2% | -1.4% |
| 30D | -6.6% | -2.2% | -4.4% | -6.0% |
| 3M | -27.3% | +20.1% | -47.4% | -32.0% |
| 6M | -38.1% | +9.1% | -47.1% | -40.2% |
| YTD | -41.8% | +17.9% | -59.6% | -45.3% |
| 1Y | -37.8% | +22.1% | -59.9% | -42.4% |
| 3Y | -0.3% | -10.5% | +10.2% | +1.5% |
| 5Y | -5.1% | -2.6% | -2.5% | -7.7% |
| All | +205.1% | +58.0% | +147.1% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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