-21.4%
ROL vs CYCU
-99.9%
+78.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +2.8% |
| 7D | +14.6% | +1.2% | +13.4% | +14.6% |
| 30D | +29.3% | -31.5% | +60.8% | +29.2% |
| 3M | +2.0% | -62.0% | +64.1% | +1.8% |
| 6M | -28.5% | -67.4% | +38.9% | -28.0% |
| YTD | -35.3% | -88.6% | +53.3% | -35.1% |
| 1Y | -34.7% | -88.5% | +53.8% | -34.3% |
| All | -21.4% | -99.9% | +78.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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