+16.0%
ROL vs COO
-40.4%
+56.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +19.8% | +14.2% | +5.6% | +16.0% |
| 3M | +7.9% | -18.2% | +26.1% | +13.0% |
| 6M | -25.6% | +5.3% | -31.0% | -27.1% |
| YTD | -34.1% | -23.6% | -10.6% | -30.2% |
| 1Y | -31.4% | -12.7% | -18.7% | -29.7% |
| 3Y | +4.7% | -24.2% | +28.9% | +7.2% |
| All | +16.0% | -40.4% | +56.3% | +26.9% |
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