+214.9%
ROL vs CDW
+325.6%
-110.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.8% | +1.0% |
| 7D | +7.5% | +9.3% | -1.8% | +5.2% |
| 30D | +21.1% | +15.8% | +5.4% | +16.9% |
| 3M | +3.1% | +21.8% | -18.6% | -1.9% |
| 6M | -27.4% | +58.8% | -86.2% | -36.1% |
| YTD | -34.7% | +22.8% | -57.5% | -39.4% |
| 1Y | -32.9% | +17.9% | -50.9% | -37.2% |
| 3Y | +6.1% | -17.4% | +23.6% | +6.6% |
| 5Y | +16.3% | -5.7% | +22.1% | +10.0% |
| 10Y | +214.9% | +319.5% | -104.6% | +104.3% |
| All | +214.9% | +325.6% | -110.8% | +104.3% |
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