+15.0%
ROL vs BTI
+154.6%
-139.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +20.8% | +9.6% | +11.2% | +18.4% |
| 3M | +3.7% | +8.3% | -4.6% | +2.0% |
| 6M | -27.7% | +7.5% | -35.2% | -28.7% |
| YTD | -34.9% | +12.3% | -47.2% | -36.4% |
| 1Y | -33.3% | +16.2% | -49.5% | -35.3% |
| 3Y | +4.3% | +148.0% | -143.7% | -10.7% |
| 5Y | +15.0% | +153.2% | -138.3% | -11.0% |
| All | +15.0% | +154.6% | -139.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling