+1,593.9%
ROL vs CAPR
-99.1%
+1,693.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.7% | -2.1% |
| 7D | +9.5% | +41.1% | -31.6% | +9.3% |
| 30D | +22.9% | +11.1% | +11.8% | +22.9% |
| 3M | +3.5% | +115.3% | -111.8% | +3.1% |
| 6M | -29.4% | -73.8% | +44.4% | -29.2% |
| YTD | -36.1% | -68.8% | +32.8% | -36.0% |
| 1Y | -34.4% | +43.3% | -77.7% | -35.3% |
| 3Y | +4.0% | +214.7% | -210.7% | +1.4% |
| 5Y | +13.2% | +141.3% | -128.1% | +10.2% |
| 10Y | +219.7% | -67.0% | +286.7% | +207.6% |
| All | +1,593.9% | -99.1% | +1,693.0% | +1,533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling