+484.9%
ROL vs BURL
+1,021.0%
-536.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +1.8% |
| 7D | +14.6% | +10.4% | +4.2% | +13.2% |
| 30D | +29.3% | -4.9% | +34.2% | +30.0% |
| 3M | +2.0% | -29.8% | +31.8% | +6.3% |
| 6M | -28.5% | -16.5% | -12.1% | -27.2% |
| YTD | -35.3% | -10.5% | -24.8% | -34.8% |
| 1Y | -34.7% | -5.3% | -29.4% | -34.7% |
| 3Y | +4.9% | +95.1% | -90.2% | -6.3% |
| 5Y | +13.2% | -12.1% | +25.2% | +9.8% |
| 10Y | +223.3% | +273.2% | -49.9% | +139.7% |
| All | +484.9% | +1,021.0% | -536.0% | +287.3% |
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