+214.2%
ROL vs D
+35.0%
+179.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -2.0% |
| 30D | -4.1% | -2.6% | -1.5% | -3.2% |
| 3M | -22.5% | 0.0% | -22.5% | -22.6% |
| 6M | -37.7% | +7.4% | -45.0% | -39.5% |
| YTD | -39.6% | +15.9% | -55.4% | -43.2% |
| 1Y | -36.0% | +18.1% | -54.1% | -40.4% |
| 3Y | -5.1% | +58.4% | -63.5% | -22.5% |
| 5Y | -3.4% | +5.2% | -8.6% | -7.2% |
| All | +214.2% | +35.0% | +179.1% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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