+4,133.3%
ROL vs DAR
+1,400.9%
+2,732.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +1.8% |
| 7D | +7.5% | -2.8% | +10.3% | +7.7% |
| 30D | +21.1% | -12.8% | +34.0% | +22.0% |
| 3M | +3.1% | -11.6% | +14.7% | +3.7% |
| 6M | -27.4% | -16.8% | -10.7% | -26.8% |
| YTD | -34.7% | +45.9% | -80.6% | -36.3% |
| 1Y | -32.9% | +61.5% | -94.4% | -34.9% |
| 3Y | +6.1% | +23.0% | -16.8% | +3.5% |
| 5Y | +16.3% | -35.8% | +52.2% | +16.9% |
| 10Y | +214.9% | +280.4% | -65.5% | +185.3% |
| All | +4,133.3% | +1,400.9% | +2,732.5% | +3,661.2% |
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