+10.6%
ROL vs COMP
-47.7%
+58.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -4.1% | -13.3% | +9.2% | -3.4% |
| 3M | -22.5% | +41.1% | -63.6% | -24.2% |
| 6M | -37.7% | +17.2% | -54.8% | -38.7% |
| YTD | -39.6% | +5.2% | -44.8% | -40.3% |
| 1Y | -36.0% | +18.9% | -54.9% | -37.4% |
| 3Y | -5.1% | +215.9% | -221.1% | -14.7% |
| 5Y | -3.4% | -31.2% | +27.8% | -10.4% |
| All | +10.6% | -47.7% | +58.3% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling