+9,562.4%
ROL vs BN
+15,687.7%
-6,125.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | +9.5% | +5.3% | +4.1% | +7.8% |
| 30D | +22.9% | +11.9% | +11.0% | +19.0% |
| 3M | +3.5% | -5.7% | +9.3% | +5.2% |
| 6M | -29.4% | -10.6% | -18.8% | -27.4% |
| YTD | -36.1% | -9.4% | -26.7% | -35.0% |
| 1Y | -34.4% | -8.8% | -25.6% | -33.4% |
| 3Y | +4.0% | +95.6% | -91.6% | -18.0% |
| 5Y | +13.2% | +30.2% | -16.9% | -1.5% |
| 10Y | +219.7% | +277.0% | -57.4% | +94.4% |
| All | +9,562.4% | +15,687.7% | -6,125.3% | +2,834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling