+4,115.8%
ROL vs BWA
+2,583.4%
+1,532.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | +20.1% | -17.7% | +37.8% | +25.6% |
| 3M | +3.2% | -27.0% | +30.2% | +10.9% |
| 6M | -28.0% | -17.3% | -10.7% | -25.8% |
| YTD | -35.3% | +12.9% | -48.1% | -39.1% |
| 1Y | -33.6% | +12.9% | -46.6% | -37.7% |
| 3Y | +3.8% | +62.1% | -58.3% | -13.2% |
| 5Y | +14.4% | +30.7% | -16.3% | -1.8% |
| 10Y | +213.1% | +89.2% | +123.9% | +123.9% |
| All | +4,115.8% | +2,583.4% | +1,532.4% | +1,423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling