+210.7%
ROL vs CP
+222.0%
-11.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.4% | -2.7% | +1.2% | -0.6% |
| 30D | -4.1% | +0.2% | -4.3% | -4.2% |
| 3M | -22.5% | +2.6% | -25.1% | -23.3% |
| 6M | -37.7% | +6.0% | -43.6% | -39.1% |
| YTD | -39.6% | +24.9% | -64.5% | -44.4% |
| 1Y | -36.0% | +20.1% | -56.1% | -40.3% |
| 3Y | -5.1% | +16.4% | -21.5% | -12.5% |
| 5Y | -3.4% | +31.7% | -35.1% | -16.7% |
| All | +210.7% | +222.0% | -11.3% | +87.6% |
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