+208.2%
ROL vs CHD
+123.8%
+84.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -3.3% | -4.2% | +0.9% | -1.7% |
| 30D | -7.2% | -7.6% | +0.3% | -4.4% |
| 3M | -27.0% | -1.6% | -25.4% | -26.6% |
| 6M | -39.5% | -6.3% | -33.2% | -38.1% |
| YTD | -41.8% | +14.6% | -56.4% | -45.1% |
| 1Y | -38.9% | +1.6% | -40.5% | -39.7% |
| 3Y | -0.4% | +3.1% | -3.5% | -3.1% |
| 5Y | -4.2% | +21.1% | -25.3% | -13.8% |
| 10Y | +208.2% | +128.6% | +79.6% | +134.6% |
| All | +208.2% | +123.8% | +84.4% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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