+9,850.6%
ROL vs BDX
+6,371.9%
+3,478.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +3.0% | +2.9% | +0.1% | +2.1% |
| 30D | +19.8% | +15.4% | +4.3% | +15.0% |
| 3M | +7.9% | +20.5% | -12.6% | +2.2% |
| 6M | -25.6% | +53.2% | -78.8% | -34.4% |
| YTD | -34.1% | +45.7% | -79.8% | -41.2% |
| 1Y | -31.4% | +47.3% | -78.7% | -39.0% |
| 3Y | +4.7% | +25.1% | -20.4% | -4.0% |
| 5Y | +15.6% | +27.4% | -11.8% | +4.6% |
| 10Y | +220.6% | +95.4% | +125.2% | +153.7% |
| All | +9,850.6% | +6,371.9% | +3,478.6% | +3,717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling