+4,047.0%
ROL vs DAR
+1,334.0%
+2,713.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +9.5% | -9.9% | +19.4% | +10.1% |
| 30D | +22.9% | -16.4% | +39.3% | +24.1% |
| 3M | +3.5% | -17.1% | +20.6% | +4.5% |
| 6M | -29.4% | -20.5% | -8.9% | -28.6% |
| YTD | -36.1% | +39.4% | -75.5% | -37.4% |
| 1Y | -34.4% | +57.2% | -91.6% | -36.2% |
| 3Y | +4.0% | +13.9% | -9.9% | +1.9% |
| 5Y | +13.2% | -40.8% | +54.0% | +14.3% |
| 10Y | +219.7% | +276.2% | -56.6% | +190.0% |
| All | +4,047.0% | +1,334.0% | +2,713.0% | +3,593.8% |
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