-4.7%
ROL vs DRI
+70.3%
-75.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 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% | -26.3% |
| 6M | -39.5% | +6.5% | -46.0% | -40.6% |
| YTD | -41.1% | +18.4% | -59.5% | -43.5% |
| 1Y | -37.9% | +4.2% | -42.1% | -38.9% |
| 3Y | +0.8% | +57.1% | -56.3% | -11.3% |
| 5Y | -4.7% | +70.4% | -75.1% | -20.1% |
| All | -4.7% | +70.3% | -75.0% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling