+217.2%
ROL vs CDW
+338.4%
-121.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | +20.6% | +20.4% | +0.2% | +15.4% |
| 3M | +4.5% | +28.5% | -24.0% | -1.9% |
| 6M | -26.5% | +70.6% | -97.1% | -36.4% |
| YTD | -34.8% | +29.1% | -63.9% | -40.2% |
| 1Y | -33.2% | +23.8% | -57.0% | -38.1% |
| 3Y | +4.5% | -14.5% | +18.9% | +4.2% |
| 5Y | +15.5% | -1.6% | +17.1% | +8.2% |
| 10Y | +217.2% | +322.0% | -104.8% | +95.1% |
| All | +217.2% | +338.4% | -121.2% | +95.1% |
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