+1,461.0%
ROL vs BR
+1,321.0%
+140.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.9% |
| 7D | -1.4% | -5.3% | +3.9% | +0.9% |
| 30D | -4.1% | +6.4% | -10.5% | -6.9% |
| 3M | -22.5% | +13.6% | -36.1% | -27.2% |
| 6M | -37.7% | -6.7% | -31.0% | -36.5% |
| YTD | -39.6% | -21.1% | -18.5% | -34.0% |
| 1Y | -36.0% | -29.6% | -6.5% | -26.3% |
| 3Y | -5.1% | -2.4% | -2.8% | -7.1% |
| 5Y | -3.4% | +11.2% | -14.6% | -12.5% |
| 10Y | +215.2% | +191.8% | +23.5% | +78.0% |
| All | +1,461.0% | +1,321.0% | +140.0% | +305.9% |
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