+214.9%
ROL vs CHRW
+131.6%
+83.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.4% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +21.1% | -9.4% | +30.5% | +23.7% |
| 3M | +3.1% | -13.3% | +16.4% | +6.1% |
| 6M | -27.4% | -24.2% | -3.3% | -23.7% |
| YTD | -34.7% | -18.9% | -15.9% | -32.7% |
| 1Y | -32.9% | -12.4% | -20.6% | -32.1% |
| 3Y | +6.1% | +72.2% | -66.1% | -11.8% |
| 5Y | +16.3% | +53.4% | -37.0% | -2.4% |
| 10Y | +214.9% | +127.0% | +87.9% | +133.6% |
| All | +214.9% | +131.6% | +83.2% | +133.6% |
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