+212.7%
ROL vs CHRW
+128.5%
+84.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -1.7% | +4.7% | -6.4% | -2.8% |
| 30D | +18.5% | -2.6% | +21.1% | +19.0% |
| 3M | +4.3% | -8.0% | +12.3% | +5.9% |
| 6M | -27.7% | -19.0% | -8.7% | -25.1% |
| YTD | -35.8% | -15.5% | -20.3% | -34.4% |
| 1Y | -34.1% | -10.8% | -23.3% | -33.6% |
| 3Y | +2.9% | +79.8% | -76.9% | -15.3% |
| 5Y | +12.7% | +59.3% | -46.6% | -6.3% |
| All | +212.7% | +128.5% | +84.2% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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