+15.6%
ROL vs CF
+125.5%
-109.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.8% |
| 7D | +11.7% | +0.4% | +11.3% | +11.7% |
| 30D | +27.7% | +2.2% | +25.5% | +27.5% |
| 3M | +3.7% | +2.1% | +1.6% | +3.4% |
| 6M | -27.8% | -6.5% | -21.2% | -27.7% |
| YTD | -34.7% | +55.6% | -90.2% | -36.6% |
| 1Y | -34.1% | +42.3% | -76.4% | -35.7% |
| 3Y | +5.9% | +55.7% | -49.8% | +2.3% |
| 5Y | +15.6% | +122.4% | -106.8% | -2.5% |
| All | +15.6% | +125.5% | -109.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling