-4.7%
ROL vs CHD
+21.8%
-26.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.8% |
| 7D | -3.4% | -2.9% | -0.5% | -2.4% |
| 30D | -6.9% | -6.2% | -0.7% | -4.8% |
| 3M | -24.6% | +1.6% | -26.2% | -25.1% |
| 6M | -39.5% | -3.5% | -36.0% | -38.9% |
| YTD | -41.1% | +16.2% | -57.3% | -44.5% |
| 1Y | -37.9% | +3.4% | -41.3% | -39.0% |
| 3Y | +0.8% | +4.6% | -3.8% | -1.8% |
| 5Y | -4.7% | +21.1% | -25.8% | -15.8% |
| All | -4.7% | +21.8% | -26.5% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling