+17.1%
ROL vs COMP
-52.0%
+69.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.7% | -12.8% | -2.7% |
| 7D | +9.5% | +13.4% | -4.0% | +8.6% |
| 30D | +22.9% | +11.1% | +11.8% | +22.1% |
| 3M | +3.5% | -18.8% | +22.4% | +4.5% |
| 6M | -29.4% | +10.5% | -39.9% | -30.2% |
| YTD | -36.1% | -3.4% | -32.6% | -36.6% |
| 1Y | -34.4% | +19.7% | -54.0% | -35.8% |
| 3Y | +4.0% | +381.6% | -377.6% | -8.9% |
| 5Y | +13.2% | -17.6% | +30.8% | +5.2% |
| All | +17.1% | -52.0% | +69.0% | +11.1% |
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