+205.1%
ROL vs BTI
+72.6%
+132.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.2% | -2.0% | -1.2% | -2.8% |
| 30D | -6.6% | -3.4% | -3.2% | -5.9% |
| 3M | -27.3% | -9.0% | -18.3% | -25.7% |
| 6M | -38.1% | -5.0% | -33.1% | -37.4% |
| YTD | -41.8% | -0.3% | -41.4% | -41.9% |
| 1Y | -37.8% | +3.1% | -40.9% | -38.4% |
| 3Y | -0.3% | +111.0% | -111.3% | -16.6% |
| 5Y | -5.1% | +117.0% | -122.1% | -22.2% |
| All | +205.1% | +72.6% | +132.5% | +153.6% |
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