+4,223.8%
ROL vs BG
+1,131.5%
+3,092.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.4% | +2.8% | -4.2% | -2.0% |
| 30D | -4.1% | +12.0% | -16.1% | -6.2% |
| 3M | -22.5% | -7.7% | -14.8% | -21.5% |
| 6M | -37.7% | +4.5% | -42.2% | -38.5% |
| YTD | -39.6% | +35.7% | -75.3% | -43.4% |
| 1Y | -36.0% | +50.1% | -86.1% | -41.4% |
| 3Y | -5.1% | +12.6% | -17.8% | -9.4% |
| 5Y | -3.4% | +75.4% | -78.8% | -17.4% |
| 10Y | +215.2% | +150.5% | +64.8% | +137.8% |
| All | +4,223.8% | +1,131.5% | +3,092.3% | +2,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling