+3,752.5%
ROL vs DRI
+7,978.2%
-4,225.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +9.5% | +2.8% | +6.7% | +8.8% |
| 30D | +22.9% | +13.3% | +9.7% | +19.7% |
| 3M | +3.5% | +8.2% | -4.6% | +1.8% |
| 6M | -29.4% | +17.5% | -46.9% | -31.9% |
| YTD | -36.1% | +26.9% | -63.0% | -39.5% |
| 1Y | -34.4% | +31.6% | -65.9% | -38.4% |
| 3Y | +4.0% | +67.0% | -63.0% | -8.3% |
| 5Y | +13.2% | +72.9% | -59.7% | -2.0% |
| 10Y | +219.7% | +371.3% | -151.7% | +102.8% |
| All | +3,752.5% | +7,978.2% | -4,225.7% | +1,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling