+220.7%
ROL vs BTG
+164.8%
+55.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +3.0% | -9.1% | +12.1% | +3.5% |
| 30D | +19.8% | -1.6% | +21.4% | +19.7% |
| 3M | +7.9% | -2.8% | +10.7% | +7.8% |
| 6M | -25.6% | -7.6% | -18.0% | -25.7% |
| YTD | -34.1% | +10.2% | -44.4% | -35.1% |
| 1Y | -31.4% | +21.3% | -52.6% | -32.8% |
| 3Y | +4.7% | +82.7% | -78.0% | -1.0% |
| 5Y | +15.6% | +30.8% | -15.2% | +10.3% |
| All | +220.7% | +164.8% | +55.9% | +207.7% |
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