+8,699.3%
ROL vs BRO
+25,589.7%
-16,890.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.2% | -8.6% | +5.4% | -1.1% |
| 30D | -6.6% | -6.9% | +0.3% | -5.0% |
| 3M | -27.3% | +10.5% | -37.8% | -29.2% |
| 6M | -38.1% | -2.8% | -35.3% | -37.9% |
| YTD | -41.8% | -16.1% | -25.6% | -39.7% |
| 1Y | -37.8% | -27.6% | -10.2% | -33.3% |
| 3Y | -0.3% | -7.3% | +7.0% | +0.2% |
| 5Y | -5.1% | +19.0% | -24.0% | -10.5% |
| 10Y | +208.4% | +292.7% | -84.3% | +124.6% |
| All | +8,699.3% | +25,589.7% | -16,890.4% | +5,007.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling