+208.2%
ROL vs CDW
+262.5%
-54.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -3.3% | -4.2% | +1.0% | -2.4% |
| 30D | -7.2% | +4.9% | -12.1% | -8.5% |
| 3M | -27.0% | +7.3% | -34.3% | -28.7% |
| 6M | -39.5% | +19.2% | -58.7% | -43.5% |
| YTD | -41.8% | +6.2% | -48.0% | -44.0% |
| 1Y | -38.9% | -14.0% | -24.8% | -38.1% |
| 3Y | -0.4% | -30.0% | +29.6% | +4.3% |
| 5Y | -4.2% | -23.6% | +19.4% | -4.3% |
| 10Y | +208.2% | +269.4% | -61.2% | +93.5% |
| All | +208.2% | +262.5% | -54.3% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling