+9,030.3%
ROL vs COO
+5,988.7%
+3,041.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -4.1% | -7.0% | +2.9% | -3.5% |
| 3M | -22.5% | +12.2% | -34.7% | -23.2% |
| 6M | -37.7% | -15.1% | -22.5% | -36.9% |
| YTD | -39.6% | -15.1% | -24.5% | -38.9% |
| 1Y | -36.0% | +2.3% | -38.4% | -36.2% |
| 3Y | -5.1% | -23.7% | +18.5% | -3.9% |
| 5Y | -3.4% | -38.9% | +35.5% | -0.7% |
| 10Y | +215.2% | +49.9% | +165.3% | +204.1% |
| All | +9,030.3% | +5,988.7% | +3,041.6% | +7,629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling