-0.5%
ROL vs COO
-38.8%
+38.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -4.1% | -7.0% | +2.9% | -2.3% |
| 3M | -22.5% | +12.2% | -34.7% | -24.9% |
| 6M | -37.7% | -15.1% | -22.5% | -35.3% |
| YTD | -39.6% | -15.1% | -24.5% | -37.3% |
| 1Y | -36.0% | +2.3% | -38.4% | -36.7% |
| 3Y | -5.1% | -23.7% | +18.5% | -1.5% |
| All | -0.5% | -38.8% | +38.3% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling