+9,745.6%
ROL vs CHD
+11,631.5%
-1,885.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +20.6% | +12.2% | +8.4% | +16.7% |
| 3M | +4.5% | +9.3% | -4.8% | +1.8% |
| 6M | -26.5% | +24.3% | -50.8% | -31.1% |
| YTD | -34.8% | +34.9% | -69.7% | -40.4% |
| 1Y | -33.2% | +32.7% | -65.9% | -38.6% |
| 3Y | +4.5% | +29.4% | -25.0% | -3.9% |
| 5Y | +15.5% | +31.7% | -16.2% | +5.0% |
| 10Y | +217.2% | +191.7% | +25.6% | +130.1% |
| All | +9,745.6% | +11,631.5% | -1,885.9% | +3,515.0% |
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