+9,562.4%
ROL vs COO
+5,356.1%
+4,206.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | +9.5% | +4.7% | +4.8% | +9.1% |
| 30D | +22.9% | +13.9% | +9.0% | +21.7% |
| 3M | +3.5% | -14.9% | +18.5% | +4.7% |
| 6M | -29.4% | +2.0% | -31.4% | -29.6% |
| YTD | -36.1% | -23.9% | -12.1% | -34.8% |
| 1Y | -34.4% | -9.6% | -24.7% | -34.0% |
| 3Y | +4.0% | -25.4% | +29.4% | +5.5% |
| 5Y | +13.2% | -41.2% | +54.4% | +16.6% |
| 10Y | +219.7% | +42.1% | +177.6% | +209.7% |
| All | +9,562.4% | +5,356.1% | +4,206.3% | +8,142.0% |
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