+4,225.7%
ROL vs CHRW
+3,527.3%
+698.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +22.9% | -7.3% | +30.2% | +25.4% |
| 3M | +3.5% | -14.2% | +17.7% | +7.6% |
| 6M | -29.4% | -25.1% | -4.3% | -24.5% |
| YTD | -36.1% | -21.2% | -14.9% | -33.1% |
| 1Y | -34.4% | -14.2% | -20.2% | -33.1% |
| 3Y | +4.0% | +63.5% | -59.5% | -15.8% |
| 5Y | +13.2% | +49.6% | -36.4% | -7.9% |
| 10Y | +219.7% | +129.4% | +90.3% | +119.4% |
| All | +4,225.7% | +3,527.3% | +698.5% | +1,626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling