+207.9%
ROL vs DAR
+367.0%
-159.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -3.0% |
| 7D | -3.4% | -0.9% | -2.6% | -3.3% |
| 30D | -6.9% | +13.0% | -19.9% | -8.8% |
| 3M | -24.6% | +15.0% | -39.6% | -26.4% |
| 6M | -39.5% | +26.8% | -66.4% | -42.0% |
| YTD | -41.1% | +86.4% | -127.5% | -46.8% |
| 1Y | -37.9% | +115.1% | -153.0% | -45.5% |
| 3Y | +0.8% | +14.6% | -13.8% | -3.7% |
| 5Y | -4.7% | -8.8% | +4.1% | -7.6% |
| 10Y | +207.9% | +356.5% | -148.6% | +98.3% |
| All | +207.9% | +367.0% | -159.1% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DAR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling