+207.9%
ROL vs DRI
+350.3%
-142.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | -6.9% | -0.4% | -6.5% | -6.9% |
| 3M | -24.6% | +9.5% | -34.1% | -25.8% |
| 6M | -39.5% | +6.5% | -46.0% | -40.3% |
| YTD | -41.1% | +18.4% | -59.5% | -42.8% |
| 1Y | -37.9% | +4.2% | -42.1% | -38.6% |
| 3Y | +0.8% | +57.1% | -56.3% | -7.2% |
| 5Y | -4.7% | +70.4% | -75.1% | -14.1% |
| 10Y | +207.9% | +354.0% | -146.2% | +151.0% |
| All | +207.9% | +350.3% | -142.4% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DRI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling