+217.2%
ROL vs CF
+485.9%
-268.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +0.8% | +10.4% | -9.6% | -0.2% |
| 30D | +20.6% | +7.6% | +13.0% | +19.6% |
| 3M | +4.5% | +5.2% | -0.7% | +3.7% |
| 6M | -26.5% | -0.1% | -26.4% | -26.8% |
| YTD | -34.8% | +61.7% | -96.5% | -39.0% |
| 1Y | -33.2% | +50.3% | -83.5% | -36.9% |
| 3Y | +4.5% | +66.0% | -61.5% | -3.6% |
| 5Y | +15.5% | +114.5% | -99.0% | -0.6% |
| 10Y | +217.2% | +471.5% | -254.3% | +130.9% |
| All | +217.2% | +485.9% | -268.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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