+208.2%
ROL vs CLX
-3.8%
+212.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -3.3% | -4.9% | +1.7% | -1.9% |
| 30D | -7.2% | -15.8% | +8.6% | -2.7% |
| 3M | -27.0% | -7.9% | -19.0% | -25.5% |
| 6M | -39.5% | -19.0% | -20.5% | -36.3% |
| YTD | -41.8% | -7.9% | -33.9% | -41.0% |
| 1Y | -38.9% | -25.4% | -13.5% | -34.3% |
| 3Y | -0.4% | -35.0% | +34.6% | +10.4% |
| 5Y | -4.2% | -36.8% | +32.6% | +5.0% |
| 10Y | +208.2% | -1.4% | +209.6% | +197.0% |
| All | +208.2% | -3.8% | +212.0% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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