+208.2%
ROL vs DD
+64.9%
+143.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -3.3% | -3.8% | +0.5% | -2.4% |
| 30D | -7.2% | -9.2% | +2.0% | -5.1% |
| 3M | -27.0% | -9.0% | -18.0% | -25.5% |
| 6M | -39.5% | -5.0% | -34.5% | -39.2% |
| YTD | -41.8% | +7.4% | -49.2% | -43.3% |
| 1Y | -38.9% | +35.1% | -74.0% | -44.0% |
| 3Y | -0.4% | +43.2% | -43.6% | -12.2% |
| 5Y | -4.2% | +59.6% | -63.9% | -19.8% |
| 10Y | +208.2% | +66.5% | +141.7% | +132.1% |
| All | +208.2% | +64.9% | +143.3% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling