+9,763.6%
ROL vs CHD
+11,557.1%
-1,793.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.6% |
| 7D | +7.5% | +0.8% | +6.7% | +7.3% |
| 30D | +21.1% | +13.5% | +7.7% | +16.8% |
| 3M | +3.1% | +8.1% | -5.0% | +0.8% |
| 6M | -27.4% | +19.9% | -47.3% | -31.2% |
| YTD | -34.7% | +34.0% | -68.7% | -40.2% |
| 1Y | -32.9% | +29.8% | -62.8% | -38.0% |
| 3Y | +6.1% | +28.7% | -22.6% | -2.2% |
| 5Y | +16.3% | +31.8% | -15.4% | +5.7% |
| 10Y | +214.9% | +178.2% | +36.7% | +131.2% |
| All | +9,763.6% | +11,557.1% | -1,793.6% | +3,528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling