+490.7%
ROL vs BURL
+987.9%
-497.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.4% |
| 7D | +11.7% | +3.5% | +8.3% | +11.2% |
| 30D | +27.7% | -9.3% | +37.0% | +29.2% |
| 3M | +3.7% | -32.1% | +35.8% | +8.4% |
| 6M | -27.8% | -19.8% | -8.0% | -26.1% |
| YTD | -34.7% | -13.2% | -21.5% | -33.9% |
| 1Y | -34.1% | -7.8% | -26.3% | -33.9% |
| 3Y | +5.9% | +89.3% | -83.4% | -5.0% |
| 5Y | +15.6% | -15.8% | +31.5% | +12.8% |
| 10Y | +226.5% | +262.2% | -35.7% | +142.9% |
| All | +490.7% | +987.9% | -497.2% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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