+9,768.6%
ROL vs CP
+7,870.0%
+1,898.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +11.7% | +6.1% | +5.6% | +9.7% |
| 30D | +27.7% | +9.8% | +18.0% | +24.1% |
| 3M | +3.7% | +2.7% | +0.9% | +2.8% |
| 6M | -27.8% | +12.8% | -40.6% | -30.6% |
| YTD | -34.7% | +28.2% | -62.9% | -39.9% |
| 1Y | -34.1% | +34.1% | -68.2% | -40.2% |
| 3Y | +5.9% | +28.9% | -23.0% | -4.5% |
| 5Y | +15.6% | +27.1% | -11.4% | +3.5% |
| 10Y | +226.5% | +264.8% | -38.3% | +104.5% |
| All | +9,768.6% | +7,870.0% | +1,898.7% | +2,644.6% |
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 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