+216.0%
ROL vs D
+42.6%
+173.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | +9.5% | +3.0% | +6.5% | +8.3% |
| 30D | +22.9% | +11.5% | +11.4% | +18.0% |
| 3M | +3.5% | +3.7% | -0.2% | +2.1% |
| 6M | -29.4% | +13.5% | -42.9% | -32.9% |
| YTD | -36.1% | +20.7% | -56.8% | -40.8% |
| 1Y | -34.4% | +18.2% | -52.6% | -38.8% |
| 3Y | +4.0% | +73.3% | -69.3% | -17.7% |
| 5Y | +13.2% | +12.3% | +1.0% | +6.0% |
| All | +216.0% | +42.6% | +173.5% | +176.6% |
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