+1,740.7%
ROL vs CF
+5,948.3%
-4,207.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.9% |
| 7D | -1.4% | +6.0% | -7.4% | -2.4% |
| 30D | -4.1% | +14.8% | -18.9% | -6.4% |
| 3M | -22.5% | +14.1% | -36.6% | -24.4% |
| 6M | -37.7% | +28.5% | -66.2% | -41.0% |
| YTD | -39.6% | +74.9% | -114.5% | -45.8% |
| 1Y | -36.0% | +61.7% | -97.7% | -42.0% |
| 3Y | -5.1% | +80.3% | -85.5% | -17.1% |
| 5Y | -3.4% | +226.0% | -229.3% | -27.2% |
| 10Y | +215.2% | +569.9% | -354.6% | +91.8% |
| All | +1,740.7% | +5,948.3% | -4,207.6% | +539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling