+215.9%
ROL vs DRI
+358.7%
-142.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -4.1% | +3.8% | -7.9% | -4.7% |
| 3M | -22.5% | +13.0% | -35.5% | -24.1% |
| 6M | -37.7% | +8.3% | -46.0% | -38.6% |
| YTD | -39.6% | +20.6% | -60.2% | -41.5% |
| 1Y | -36.0% | +6.5% | -42.5% | -36.9% |
| 3Y | -5.1% | +53.7% | -58.9% | -12.4% |
| 5Y | -3.4% | +72.7% | -76.1% | -13.1% |
| All | +215.9% | +358.7% | -142.8% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling