+206.6%
ROL vs BG
+166.7%
+39.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -3.2% | +3.1% | -6.3% | -3.6% |
| 30D | -4.9% | +10.2% | -15.1% | -6.3% |
| 3M | -25.8% | -1.7% | -24.2% | -25.8% |
| 6M | -37.6% | +1.0% | -38.5% | -37.9% |
| YTD | -41.5% | +39.9% | -81.4% | -44.5% |
| 1Y | -39.5% | +53.2% | -92.7% | -43.5% |
| 3Y | +0.1% | +16.3% | -16.1% | -3.4% |
| 5Y | -4.6% | +83.9% | -88.5% | -16.7% |
| All | +206.6% | +166.7% | +39.9% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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