+206.6%
ROL vs BR
+189.7%
+16.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.2% | -3.0% | -0.2% | -1.9% |
| 30D | -4.9% | -0.3% | -4.6% | -4.9% |
| 3M | -25.8% | +17.3% | -43.1% | -31.1% |
| 6M | -37.6% | -6.7% | -30.9% | -36.3% |
| YTD | -41.5% | -23.4% | -18.0% | -35.1% |
| 1Y | -39.5% | -32.7% | -6.8% | -28.7% |
| 3Y | +0.1% | -5.9% | +6.0% | -0.2% |
| 5Y | -4.6% | +8.4% | -13.0% | -12.8% |
| All | +206.6% | +189.7% | +16.9% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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