+206.6%
ROL vs BRO
+294.2%
-87.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.2% | -7.3% | +4.2% | +0.4% |
| 30D | -4.9% | -6.9% | +2.0% | -1.7% |
| 3M | -25.8% | +10.7% | -36.5% | -29.8% |
| 6M | -37.6% | -2.7% | -34.9% | -37.4% |
| YTD | -41.5% | -16.3% | -25.2% | -37.3% |
| 1Y | -39.5% | -29.1% | -10.4% | -29.6% |
| 3Y | +0.1% | -7.8% | +8.0% | -0.7% |
| 5Y | -4.6% | +18.7% | -23.3% | -20.1% |
| All | +206.6% | +294.2% | -87.7% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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