+207.9%
ROL vs BN
+259.6%
-51.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | 0.0% | -1.8% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | -6.9% | -10.9% | +4.0% | -4.1% |
| 3M | -24.6% | -11.1% | -13.5% | -22.3% |
| 6M | -39.5% | -4.4% | -35.2% | -39.1% |
| YTD | -41.1% | -14.1% | -27.0% | -39.2% |
| 1Y | -37.9% | -11.1% | -26.9% | -36.8% |
| 3Y | +0.8% | +75.6% | -74.8% | -19.0% |
| 5Y | -4.7% | +35.8% | -40.5% | -18.5% |
| 10Y | +207.9% | +261.6% | -53.7% | +77.2% |
| All | +207.9% | +259.6% | -51.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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