+1,256.3%
ROL vs DG
+631.4%
+624.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +3.4% | +5.2% | -1.8% | +2.3% |
| 30D | +20.8% | +7.9% | +12.8% | +18.8% |
| 3M | +3.7% | +12.7% | -9.0% | +1.0% |
| 6M | -27.7% | +22.4% | -50.1% | -30.9% |
| YTD | -34.9% | +5.4% | -40.3% | -36.2% |
| 1Y | -33.3% | +39.4% | -72.7% | -38.6% |
| 3Y | +4.3% | +24.1% | -19.8% | -5.9% |
| 5Y | +15.0% | -32.2% | +47.1% | +18.9% |
| 10Y | +214.7% | +111.8% | +102.9% | +145.5% |
| All | +1,256.3% | +631.4% | +624.8% | +620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling