+212.7%
ROL vs BWA
+94.6%
+118.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -1.7% | +7.3% | -9.0% | -2.7% |
| 30D | +18.5% | -15.8% | +34.3% | +21.3% |
| 3M | +4.3% | -25.7% | +30.1% | +8.7% |
| 6M | -27.7% | -19.6% | -8.1% | -26.1% |
| YTD | -35.8% | +14.1% | -49.9% | -38.6% |
| 1Y | -34.1% | +12.2% | -46.3% | -36.8% |
| 3Y | +2.9% | +63.8% | -60.9% | -8.9% |
| 5Y | +12.7% | +28.7% | -16.0% | +2.1% |
| All | +212.7% | +94.6% | +118.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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