+3,834.9%
ROL vs BWA
+3,492.4%
+342.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.3% |
| 7D | -1.4% | +5.7% | -7.1% | -2.8% |
| 30D | -4.1% | +1.4% | -5.5% | -4.6% |
| 3M | -22.5% | -12.1% | -10.4% | -20.5% |
| 6M | -37.7% | +28.6% | -66.2% | -42.3% |
| YTD | -39.6% | +51.1% | -90.7% | -46.9% |
| 1Y | -36.0% | +55.9% | -91.9% | -44.3% |
| 3Y | -5.1% | +70.1% | -75.3% | -21.3% |
| 5Y | -3.4% | +90.7% | -94.1% | -24.6% |
| 10Y | +215.2% | +154.0% | +61.3% | +110.1% |
| All | +3,834.9% | +3,492.4% | +342.5% | +1,229.0% |
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