+9,030.3%
ROL vs CHD
+10,220.8%
-1,190.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.4% | -2.7% | +1.2% | -0.7% |
| 30D | -4.1% | -4.6% | +0.5% | -2.8% |
| 3M | -22.5% | +5.0% | -27.5% | -23.7% |
| 6M | -37.7% | -3.2% | -34.4% | -37.2% |
| YTD | -39.6% | +18.6% | -58.2% | -42.7% |
| 1Y | -36.0% | +4.8% | -40.8% | -37.2% |
| 3Y | -5.1% | +6.1% | -11.3% | -7.8% |
| 5Y | -3.4% | +24.0% | -27.3% | -10.7% |
| 10Y | +215.2% | +124.5% | +90.8% | +145.3% |
| All | +9,030.3% | +10,220.8% | -1,190.6% | +3,377.4% |
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