+9,745.6%
ROL vs CLX
+2,796.8%
+6,948.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | +7.8% | -7.0% | -1.3% |
| 30D | +20.6% | +28.5% | -7.9% | +12.5% |
| 3M | +4.5% | +1.3% | +3.2% | +4.0% |
| 6M | -26.5% | +23.4% | -49.9% | -31.0% |
| YTD | -34.8% | +11.4% | -46.2% | -37.3% |
| 1Y | -33.2% | +6.9% | -40.1% | -35.1% |
| 3Y | +4.5% | -9.8% | +14.2% | +5.5% |
| 5Y | +15.5% | -22.7% | +38.2% | +19.4% |
| 10Y | +217.2% | +28.7% | +188.5% | +179.1% |
| All | +9,745.6% | +2,796.8% | +6,948.8% | +4,562.5% |
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