-5.1%
ROL vs BDX
-3.5%
-1.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -3.2% | -5.4% | +2.2% | -1.8% |
| 30D | -6.6% | -2.2% | -4.4% | -6.1% |
| 3M | -27.3% | +20.1% | -47.4% | -31.1% |
| 6M | -38.1% | +9.1% | -47.1% | -39.8% |
| YTD | -41.8% | +17.9% | -59.6% | -44.6% |
| 1Y | -37.8% | +22.1% | -59.9% | -41.4% |
| 3Y | -0.3% | -10.5% | +10.2% | +2.3% |
| 5Y | -5.1% | -2.6% | -2.5% | -5.5% |
| All | -5.1% | -3.5% | -1.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling