+3,818.6%
ROL vs DAR
+1,762.6%
+2,056.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -4.1% | +12.8% | -16.9% | -4.8% |
| 3M | -22.5% | +7.4% | -29.9% | -22.9% |
| 6M | -37.7% | +22.3% | -59.9% | -38.4% |
| YTD | -39.6% | +81.1% | -120.7% | -41.7% |
| 1Y | -36.0% | +106.5% | -142.5% | -38.8% |
| 3Y | -5.1% | +5.3% | -10.4% | -6.6% |
| 5Y | -3.4% | -11.5% | +8.2% | -4.6% |
| 10Y | +215.2% | +353.3% | -138.1% | +183.0% |
| All | +3,818.6% | +1,762.6% | +2,056.0% | +3,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling