+3,987.5%
ROL vs CHRW
+4,173.0%
-185.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | -4.1% | -3.5% | -0.6% | -3.2% |
| 3M | -22.5% | -19.4% | -3.1% | -18.3% |
| 6M | -37.7% | -21.4% | -16.3% | -34.2% |
| YTD | -39.6% | -7.1% | -32.4% | -39.4% |
| 1Y | -36.0% | +17.8% | -53.8% | -40.5% |
| 3Y | -5.1% | +78.8% | -83.9% | -24.8% |
| 5Y | -3.4% | +83.5% | -86.9% | -25.7% |
| 10Y | +215.2% | +160.2% | +55.0% | +109.6% |
| All | +3,987.5% | +4,173.0% | -185.5% | +1,463.1% |
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