+214.9%
ROL vs CNH
+134.0%
+80.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +0.3% |
| 7D | +7.5% | +8.6% | -1.0% | +6.0% |
| 30D | +21.1% | +12.6% | +8.6% | +18.7% |
| 3M | +3.1% | +17.5% | -14.4% | -0.1% |
| 6M | -27.4% | +18.1% | -45.5% | -30.2% |
| YTD | -34.7% | +40.4% | -75.1% | -39.3% |
| 1Y | -32.9% | +34.0% | -66.9% | -37.2% |
| 3Y | +6.1% | +35.3% | -29.2% | -3.5% |
| 5Y | +16.3% | -5.1% | +21.4% | +11.1% |
| 10Y | +214.9% | +124.0% | +90.8% | +150.8% |
| All | +214.9% | +134.0% | +80.9% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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