+222.8%
ROL vs DOC
+14.9%
+207.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +11.7% | +6.2% | +5.5% | +10.0% |
| 30D | +27.7% | +6.5% | +21.2% | +25.6% |
| 3M | +3.7% | -6.2% | +9.9% | +5.4% |
| 6M | -27.8% | +25.6% | -53.4% | -32.3% |
| YTD | -34.7% | +32.1% | -66.8% | -39.7% |
| 1Y | -34.1% | +20.3% | -54.4% | -37.6% |
| 3Y | +5.9% | +42.7% | -36.8% | -5.9% |
| 5Y | +15.6% | -22.2% | +37.8% | +20.6% |
| All | +222.8% | +14.9% | +207.9% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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