+206.6%
ROL vs DGX
+255.3%
-48.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -4.9% | -1.2% | -3.7% | -4.6% |
| 3M | -25.8% | +15.8% | -41.6% | -29.5% |
| 6M | -37.6% | +18.2% | -55.7% | -41.1% |
| YTD | -41.5% | +37.2% | -78.7% | -47.6% |
| 1Y | -39.5% | +30.4% | -69.8% | -44.9% |
| 3Y | +0.1% | +96.7% | -96.6% | -21.2% |
| 5Y | -4.6% | +67.2% | -71.8% | -21.8% |
| All | +206.6% | +255.3% | -48.8% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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