+9,763.6%
ROL vs BN
+16,294.4%
-6,530.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.8% | +1.0% |
| 7D | +7.5% | +3.6% | +3.9% | +6.3% |
| 30D | +21.1% | +15.9% | +5.3% | +16.1% |
| 3M | +3.1% | -2.3% | +5.5% | +3.7% |
| 6M | -27.4% | -8.4% | -19.0% | -25.9% |
| YTD | -34.7% | -5.9% | -28.8% | -34.3% |
| 1Y | -32.9% | -5.6% | -27.4% | -32.7% |
| 3Y | +6.1% | +104.2% | -98.1% | -17.3% |
| 5Y | +16.3% | +35.5% | -19.1% | +0.1% |
| 10Y | +214.9% | +285.2% | -70.4% | +90.3% |
| All | +9,763.6% | +16,294.4% | -6,530.8% | +2,862.7% |
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