+13.6%
ROL vs BN
+29.3%
-15.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +9.5% | +5.3% | +4.1% | +8.2% |
| 30D | +22.9% | +11.9% | +11.0% | +19.9% |
| 3M | +3.5% | -5.7% | +9.3% | +4.7% |
| 6M | -29.4% | -10.6% | -18.8% | -27.9% |
| YTD | -36.1% | -9.4% | -26.7% | -35.3% |
| 1Y | -34.4% | -8.8% | -25.6% | -33.7% |
| 3Y | +4.0% | +95.6% | -91.6% | -16.5% |
| All | +13.6% | +29.3% | -15.8% | +4.3% |
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