+19.1%
ROL vs COMP
-53.0%
+72.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.1% |
| 7D | +3.4% | +7.2% | -3.8% | +2.9% |
| 30D | +20.8% | +6.4% | +14.4% | +20.2% |
| 3M | +3.7% | -19.4% | +23.2% | +4.7% |
| 6M | -27.7% | +14.6% | -42.2% | -28.7% |
| YTD | -34.9% | -5.5% | -29.4% | -35.5% |
| 1Y | -33.3% | +13.7% | -47.0% | -34.6% |
| 3Y | +4.3% | +409.7% | -405.4% | -9.0% |
| 5Y | +15.0% | -17.0% | +32.0% | +6.9% |
| All | +19.1% | -53.0% | +72.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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