+208.2%
ROL vs DG
+102.6%
+105.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | -3.3% | -4.8% | +1.6% | -2.3% |
| 30D | -7.2% | +1.8% | -9.0% | -7.6% |
| 3M | -27.0% | +14.5% | -41.4% | -28.9% |
| 6M | -39.5% | -13.6% | -26.0% | -38.1% |
| YTD | -41.8% | -4.8% | -37.0% | -41.7% |
| 1Y | -38.9% | +21.6% | -60.4% | -41.9% |
| 3Y | -0.4% | +4.5% | -4.9% | -6.3% |
| 5Y | -4.2% | -38.5% | +34.3% | +3.0% |
| 10Y | +208.2% | +102.2% | +106.0% | +154.6% |
| All | +208.2% | +102.6% | +105.6% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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