+217.3%
ROL vs BTI
+128.7%
+88.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.5% |
| 30D | +20.6% | +9.8% | +10.8% | +17.9% |
| 3M | +4.5% | +9.2% | -4.7% | +2.3% |
| 6M | -26.5% | +4.0% | -30.6% | -27.3% |
| YTD | -34.8% | +12.7% | -47.5% | -36.8% |
| 1Y | -33.2% | +15.9% | -49.1% | -35.7% |
| 3Y | +4.5% | +148.9% | -144.5% | -16.3% |
| 5Y | +15.5% | +152.8% | -137.2% | -9.1% |
| All | +217.3% | +128.7% | +88.7% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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