+207.9%
ROL vs COO
+43.7%
+164.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.7% |
| 7D | -3.4% | -2.3% | -1.1% | -2.8% |
| 30D | -6.9% | -8.8% | +1.9% | -4.4% |
| 3M | -24.6% | +1.3% | -25.9% | -25.1% |
| 6M | -39.5% | -11.6% | -28.0% | -37.5% |
| YTD | -41.1% | -17.4% | -23.7% | -37.9% |
| 1Y | -37.9% | -1.6% | -36.3% | -38.1% |
| 3Y | +0.8% | -22.6% | +23.4% | +4.7% |
| 5Y | -4.7% | -40.3% | +35.7% | +6.6% |
| 10Y | +207.9% | +45.2% | +162.7% | +172.2% |
| All | +207.9% | +43.7% | +164.2% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling