+220.7%
ROL vs BG
+111.0%
+109.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.3% |
| 7D | +3.0% | +2.6% | +0.4% | +2.6% |
| 30D | +19.8% | -6.7% | +26.4% | +20.9% |
| 3M | +7.9% | -9.3% | +17.2% | +9.1% |
| 6M | -25.6% | -18.3% | -7.3% | -23.8% |
| YTD | -34.1% | +16.2% | -50.3% | -36.0% |
| 1Y | -31.4% | +7.6% | -39.0% | -32.6% |
| 3Y | +4.7% | +6.6% | -1.9% | +1.7% |
| 5Y | +15.6% | +22.2% | -6.6% | +7.8% |
| All | +220.7% | +111.0% | +109.7% | +151.3% |
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