+5,177.9%
ROL vs DHI
+12,596.5%
-7,418.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.3% | -2.3% | -0.9% | -2.9% |
| 30D | -7.2% | -5.3% | -2.0% | -6.4% |
| 3M | -27.0% | -7.8% | -19.2% | -26.1% |
| 6M | -39.5% | -5.4% | -34.1% | -39.2% |
| YTD | -41.8% | -2.7% | -39.1% | -42.0% |
| 1Y | -38.9% | -21.0% | -17.9% | -36.8% |
| 3Y | -0.4% | +22.2% | -22.6% | -7.2% |
| 5Y | -4.2% | +62.2% | -66.4% | -16.9% |
| 10Y | +208.2% | +414.3% | -206.1% | +107.7% |
| All | +5,177.9% | +12,596.5% | -7,418.7% | +2,145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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