+217.2%
ROL vs D
+47.5%
+169.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.8% | -2.4% | +3.2% | +1.7% |
| 30D | +20.6% | +9.0% | +11.6% | +16.7% |
| 3M | +4.5% | +1.0% | +3.5% | +4.1% |
| 6M | -26.5% | +11.0% | -37.5% | -29.6% |
| YTD | -34.8% | +19.8% | -54.6% | -39.5% |
| 1Y | -33.2% | +16.0% | -49.1% | -37.3% |
| 3Y | +4.5% | +74.4% | -69.9% | -17.7% |
| 5Y | +15.5% | +13.5% | +2.0% | +7.7% |
| 10Y | +217.2% | +48.4% | +168.9% | +177.7% |
| All | +217.2% | +47.5% | +169.8% | +177.7% |
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