+207.9%
ROL vs CG
+345.5%
-137.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.2% |
| 7D | -3.4% | -1.3% | -2.2% | -3.2% |
| 30D | -6.9% | -3.2% | -3.8% | -6.5% |
| 3M | -24.6% | +6.2% | -30.8% | -25.7% |
| 6M | -39.5% | -4.7% | -34.9% | -39.4% |
| YTD | -41.1% | -20.6% | -20.5% | -39.3% |
| 1Y | -37.9% | -26.4% | -11.6% | -35.3% |
| 3Y | +0.8% | +55.4% | -54.6% | -13.5% |
| 5Y | -4.7% | +9.8% | -14.5% | -13.8% |
| 10Y | +207.9% | +341.4% | -133.5% | +102.2% |
| All | +207.9% | +345.5% | -137.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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