+217.2%
ROL vs CP
+251.7%
-34.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.8% | -0.7% | +1.4% | +1.0% |
| 30D | +20.6% | +9.6% | +10.9% | +16.9% |
| 3M | +4.5% | +2.2% | +2.2% | +3.6% |
| 6M | -26.5% | +11.1% | -37.6% | -29.3% |
| YTD | -34.8% | +28.2% | -63.0% | -40.6% |
| 1Y | -33.2% | +32.2% | -65.3% | -39.7% |
| 3Y | +4.5% | +35.5% | -31.1% | -9.1% |
| 5Y | +15.5% | +26.8% | -11.2% | +1.3% |
| 10Y | +217.2% | +256.9% | -39.7% | +82.9% |
| All | +217.2% | +251.7% | -34.5% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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