-0.5%
ROL vs DOC
-24.5%
+24.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -1.4% | -1.5% | 0.0% | -1.1% |
| 30D | -4.1% | -4.8% | +0.7% | -2.9% |
| 3M | -22.5% | +6.9% | -29.4% | -23.8% |
| 6M | -37.7% | +20.7% | -58.4% | -40.8% |
| YTD | -39.6% | +34.1% | -73.7% | -44.3% |
| 1Y | -36.0% | +22.6% | -58.7% | -39.7% |
| 3Y | -5.1% | +20.8% | -26.0% | -10.7% |
| All | -0.5% | -24.5% | +24.0% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling