-4.2%
ROL vs BG
+84.9%
-89.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -7.2% | +10.3% | -17.5% | -8.0% |
| 3M | -27.0% | -1.9% | -25.1% | -26.9% |
| 6M | -39.5% | +5.2% | -44.8% | -39.9% |
| YTD | -41.8% | +41.2% | -83.0% | -43.5% |
| 1Y | -38.9% | +50.5% | -89.4% | -41.1% |
| 3Y | -0.4% | +19.9% | -20.3% | -2.5% |
| 5Y | -4.2% | +86.7% | -90.9% | -6.1% |
| All | -4.2% | +84.9% | -89.1% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling