+207.9%
ROL vs CHRW
+168.2%
+39.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -3.4% | +1.9% | -5.4% | -3.9% |
| 30D | -6.9% | +0.9% | -7.9% | -7.2% |
| 3M | -24.6% | -19.9% | -4.7% | -21.2% |
| 6M | -39.5% | -15.8% | -23.7% | -37.8% |
| YTD | -41.1% | -5.6% | -35.5% | -41.1% |
| 1Y | -37.9% | +21.0% | -59.0% | -41.6% |
| 3Y | +0.8% | +86.0% | -85.2% | -16.8% |
| 5Y | -4.7% | +88.6% | -93.3% | -23.6% |
| 10Y | +207.9% | +169.3% | +38.6% | +128.3% |
| All | +207.9% | +168.2% | +39.7% | +128.3% |
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