+1,424.2%
ROL vs BTG
+378.0%
+1,046.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -2.5% |
| 7D | -3.4% | +4.8% | -8.2% | -3.5% |
| 30D | -6.9% | +8.3% | -15.3% | -7.2% |
| 3M | -24.6% | +32.3% | -56.9% | -25.2% |
| 6M | -39.5% | +3.0% | -42.5% | -39.7% |
| YTD | -41.1% | +21.9% | -63.0% | -41.6% |
| 1Y | -37.9% | +28.2% | -66.1% | -38.6% |
| 3Y | +0.8% | +99.9% | -99.1% | -1.5% |
| 5Y | -4.7% | +73.6% | -78.2% | -6.8% |
| 10Y | +207.9% | +136.5% | +71.4% | +200.0% |
| All | +1,424.2% | +378.0% | +1,046.2% | +1,472.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling