+9,768.6%
ROL vs D
+2,488.7%
+7,280.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | +11.7% | +6.9% | +4.8% | +8.8% |
| 30D | +27.7% | +12.3% | +15.4% | +22.0% |
| 3M | +3.7% | +3.0% | +0.6% | +2.4% |
| 6M | -27.8% | +12.8% | -40.6% | -31.4% |
| YTD | -34.7% | +22.6% | -57.2% | -40.1% |
| 1Y | -34.1% | +21.7% | -55.8% | -39.5% |
| 3Y | +5.9% | +83.9% | -78.0% | -19.0% |
| 5Y | +15.6% | +14.0% | +1.7% | +6.2% |
| 10Y | +226.5% | +45.6% | +180.9% | +162.2% |
| All | +9,768.6% | +2,488.7% | +7,280.0% | +3,212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling