+13.6%
ROL vs CHRW
+49.0%
-35.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | +9.5% | +0.6% | +8.9% | +9.4% |
| 30D | +22.9% | -7.3% | +30.2% | +24.5% |
| 3M | +3.5% | -14.2% | +17.7% | +6.1% |
| 6M | -29.4% | -25.1% | -4.3% | -26.4% |
| YTD | -36.1% | -21.2% | -14.9% | -33.9% |
| 1Y | -34.4% | -14.2% | -20.2% | -33.1% |
| 3Y | +4.0% | +63.5% | -59.5% | -6.5% |
| All | +13.6% | +49.0% | -35.4% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling