+206.6%
ROL vs BTG
+159.3%
+47.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -3.2% | -3.8% | +0.6% | -2.9% |
| 30D | -4.9% | +3.6% | -8.5% | -5.2% |
| 3M | -25.8% | +32.0% | -57.8% | -27.2% |
| 6M | -37.6% | +3.4% | -40.9% | -38.0% |
| YTD | -41.5% | +20.8% | -62.3% | -42.5% |
| 1Y | -39.5% | +22.4% | -61.9% | -40.7% |
| 3Y | +0.1% | +91.7% | -91.6% | -5.2% |
| 5Y | -4.6% | +79.0% | -83.6% | -9.8% |
| All | +206.6% | +159.3% | +47.3% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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