+4,828.3%
ROL vs DGX
+8,796.3%
-3,968.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -6.9% | -1.2% | -5.7% | -6.7% |
| 3M | -24.6% | +19.9% | -44.5% | -28.8% |
| 6M | -39.5% | +19.2% | -58.7% | -42.9% |
| YTD | -41.1% | +37.5% | -78.6% | -46.8% |
| 1Y | -37.9% | +31.3% | -69.2% | -43.2% |
| 3Y | +0.8% | +96.6% | -95.8% | -18.7% |
| 5Y | -4.7% | +64.3% | -68.9% | -19.7% |
| 10Y | +207.9% | +241.1% | -33.2% | +104.2% |
| All | +4,828.3% | +8,796.3% | -3,968.0% | +1,580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling