+9,030.3%
ROL vs D
+2,347.4%
+6,682.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | -1.4% | +0.4% | -1.9% | -1.6% |
| 30D | -4.1% | -3.6% | -0.5% | -2.7% |
| 3M | -22.5% | -1.0% | -21.5% | -22.3% |
| 6M | -37.7% | +6.3% | -43.9% | -39.4% |
| YTD | -39.6% | +14.7% | -54.3% | -43.1% |
| 1Y | -36.0% | +16.9% | -53.0% | -40.3% |
| 3Y | -5.1% | +56.8% | -61.9% | -22.8% |
| 5Y | -3.4% | +5.2% | -8.6% | -8.5% |
| 10Y | +215.2% | +35.9% | +179.4% | +160.0% |
| All | +9,030.3% | +2,347.4% | +6,682.9% | +3,032.5% |
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