+1,500.6%
ROL vs CAPR
-99.1%
+1,599.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -1.4% | -2.0% | +0.6% | -1.4% |
| 30D | -4.1% | +139.2% | -143.3% | -4.5% |
| 3M | -22.5% | -66.4% | +43.9% | -22.4% |
| 6M | -37.7% | -63.1% | +25.5% | -37.6% |
| YTD | -39.6% | -67.4% | +27.9% | -39.5% |
| 1Y | -36.0% | +58.2% | -94.3% | -37.0% |
| 3Y | -5.1% | +42.2% | -47.4% | -7.2% |
| 5Y | -3.4% | +87.3% | -90.6% | -5.8% |
| 10Y | +215.2% | -75.3% | +290.5% | +203.6% |
| All | +1,500.6% | -99.1% | +1,599.6% | +1,443.4% |
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