+16.0%
ROL vs D
+13.1%
+2.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +3.0% | -1.4% | +4.4% | +3.5% |
| 30D | +19.8% | +7.7% | +12.0% | +16.8% |
| 3M | +7.9% | -0.3% | +8.2% | +7.9% |
| 6M | -25.6% | +10.1% | -35.7% | -28.2% |
| YTD | -34.1% | +19.1% | -53.2% | -38.2% |
| 1Y | -31.4% | +15.9% | -47.3% | -35.1% |
| 3Y | +4.7% | +75.0% | -70.3% | -15.1% |
| All | +16.0% | +13.1% | +2.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling