+9,682.1%
ROL vs DD
+1,166.0%
+8,516.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +2.9% | +2.2% | +0.6% | +2.1% |
| 30D | +20.1% | +20.7% | -0.5% | +13.8% |
| 3M | +3.2% | +11.3% | -8.1% | -0.1% |
| 6M | -28.0% | +6.0% | -34.0% | -29.6% |
| YTD | -35.3% | +31.7% | -67.0% | -40.8% |
| 1Y | -33.6% | +32.2% | -65.9% | -39.4% |
| 3Y | +3.8% | +92.7% | -88.9% | -17.2% |
| 5Y | +14.4% | +72.1% | -57.7% | -7.5% |
| 10Y | +213.1% | +99.7% | +113.4% | +127.1% |
| All | +9,682.1% | +1,166.0% | +8,516.1% | +3,858.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling