-37.9%
ROL vs CDW
-13.2%
-24.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.6% | -2.6% |
| 7D | -3.4% | -3.9% | +0.4% | -3.4% |
| 30D | -6.9% | +6.9% | -13.8% | -6.8% |
| 3M | -24.6% | +7.7% | -32.3% | -24.6% |
| 6M | -39.5% | +18.3% | -57.9% | -40.1% |
| YTD | -41.1% | +7.8% | -48.9% | -41.1% |
| 1Y | -37.9% | -12.2% | -25.8% | -37.9% |
| All | -37.9% | -13.2% | -24.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling