+1,889.6%
ROL vs CF
+5,277.9%
-3,388.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | 0.0% |
| 7D | +11.7% | +0.4% | +11.3% | +11.5% |
| 30D | +27.7% | +2.2% | +25.5% | +27.1% |
| 3M | +3.7% | +2.1% | +1.6% | +2.9% |
| 6M | -27.8% | -6.5% | -21.2% | -27.5% |
| YTD | -34.7% | +55.6% | -90.2% | -40.4% |
| 1Y | -34.1% | +42.3% | -76.4% | -39.0% |
| 3Y | +5.9% | +55.7% | -49.8% | -5.2% |
| 5Y | +15.6% | +122.4% | -106.8% | -6.6% |
| 10Y | +226.5% | +568.5% | -342.1% | +98.0% |
| All | +1,889.6% | +5,277.9% | -3,388.3% | +602.3% |
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