+214.9%
ROL vs COO
+40.7%
+174.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.3% |
| 7D | +7.5% | +4.3% | +3.2% | +6.1% |
| 30D | +21.1% | +17.6% | +3.6% | +15.5% |
| 3M | +3.1% | -13.9% | +17.0% | +7.3% |
| 6M | -27.4% | +6.6% | -34.0% | -29.4% |
| YTD | -34.7% | -22.0% | -12.7% | -30.4% |
| 1Y | -32.9% | -8.8% | -24.1% | -31.9% |
| 3Y | +6.1% | -21.5% | +27.6% | +8.9% |
| 5Y | +16.3% | -41.0% | +57.3% | +29.7% |
| 10Y | +214.9% | +40.9% | +174.0% | +175.1% |
| All | +214.9% | +40.7% | +174.2% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling