+1,601.3%
ROL vs BR
+1,481.8%
+119.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | +19.8% | +14.4% | +5.4% | +13.0% |
| 3M | +7.9% | +12.4% | -4.5% | +2.4% |
| 6M | -25.6% | +35.4% | -61.1% | -35.5% |
| YTD | -34.1% | -12.2% | -22.0% | -31.3% |
| 1Y | -31.4% | -12.7% | -18.6% | -28.2% |
| 3Y | +4.7% | +14.3% | -9.6% | -4.3% |
| 5Y | +15.6% | +19.3% | -3.7% | +1.8% |
| 10Y | +220.6% | +278.1% | -57.5% | +61.8% |
| All | +1,601.3% | +1,481.8% | +119.4% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling