+9,562.4%
ROL vs CP
+7,734.8%
+1,827.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | +9.5% | +2.8% | +6.7% | +8.6% |
| 30D | +22.9% | +10.2% | +12.7% | +19.3% |
| 3M | +3.5% | +2.4% | +1.2% | +2.8% |
| 6M | -29.4% | +7.7% | -37.1% | -31.1% |
| YTD | -36.1% | +26.0% | -62.0% | -40.8% |
| 1Y | -34.4% | +34.6% | -69.0% | -40.5% |
| 3Y | +4.0% | +26.7% | -22.7% | -5.7% |
| 5Y | +13.2% | +24.9% | -11.7% | +1.9% |
| 10Y | +219.7% | +258.6% | -38.9% | +101.3% |
| All | +9,562.4% | +7,734.8% | +1,827.6% | +2,601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling