+220.7%
ROL vs CAPR
-65.7%
+286.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.9% | +9.5% | +2.6% |
| 7D | +3.0% | +5.9% | -2.9% | +2.9% |
| 30D | +19.8% | +44.6% | -24.8% | +19.5% |
| 3M | +7.9% | +126.4% | -118.5% | +7.3% |
| 6M | -25.6% | -68.6% | +42.9% | -25.5% |
| YTD | -34.1% | -67.0% | +32.8% | -34.1% |
| 1Y | -31.4% | +65.2% | -96.6% | -32.8% |
| 3Y | +4.7% | +235.6% | -230.9% | +0.4% |
| 5Y | +15.6% | +175.4% | -159.8% | +10.4% |
| All | +220.7% | -65.7% | +286.4% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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