-0.5%
ROL vs BN
+37.9%
-38.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | -2.5% | +1.0% | -0.9% |
| 30D | -4.1% | -9.5% | +5.4% | -2.1% |
| 3M | -22.5% | -10.4% | -12.1% | -20.8% |
| 6M | -37.7% | -6.4% | -31.3% | -37.1% |
| YTD | -39.6% | -11.9% | -27.7% | -38.4% |
| 1Y | -36.0% | -8.6% | -27.4% | -35.5% |
| 3Y | -5.1% | +77.6% | -82.7% | -21.8% |
| All | -0.5% | +37.9% | -38.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling