+499.2%
ROL vs CDW
+933.5%
-434.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +9.5% | +2.1% | +7.4% | +8.7% |
| 30D | +22.9% | +14.7% | +8.2% | +18.8% |
| 3M | +3.5% | +11.1% | -7.6% | +0.3% |
| 6M | -29.4% | +45.6% | -75.0% | -36.8% |
| YTD | -36.1% | +17.1% | -53.1% | -40.2% |
| 1Y | -34.4% | +13.2% | -47.5% | -38.1% |
| 3Y | +4.0% | -22.2% | +26.2% | +5.7% |
| 5Y | +13.2% | -10.1% | +23.3% | +8.2% |
| 10Y | +219.7% | +307.0% | -87.3% | +93.0% |
| All | +499.2% | +933.5% | -434.3% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling