+9,030.3%
ROL vs CLX
+2,386.6%
+6,643.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -1.4% | -9.2% | +7.8% | +1.2% |
| 30D | -4.1% | -11.0% | +7.0% | -1.1% |
| 3M | -22.5% | +5.0% | -27.5% | -23.8% |
| 6M | -37.7% | -18.8% | -18.8% | -34.5% |
| YTD | -39.6% | -4.4% | -35.2% | -39.3% |
| 1Y | -36.0% | -21.9% | -14.2% | -32.2% |
| 3Y | -5.1% | -32.8% | +27.6% | +3.7% |
| 5Y | -3.4% | -34.6% | +31.2% | +4.6% |
| 10Y | +215.2% | -4.7% | +219.9% | +201.0% |
| All | +9,030.3% | +2,386.6% | +6,643.7% | +4,411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling