+3,825.5%
ROL vs DRI
+8,070.6%
-4,245.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +20.6% | +14.7% | +5.9% | +17.1% |
| 3M | +4.5% | +5.4% | -1.0% | +3.3% |
| 6M | -26.5% | +18.8% | -45.3% | -29.3% |
| YTD | -34.8% | +28.4% | -63.2% | -38.5% |
| 1Y | -33.2% | +37.7% | -70.8% | -37.8% |
| 3Y | +4.5% | +68.0% | -63.5% | -8.0% |
| 5Y | +15.5% | +78.8% | -63.3% | -0.7% |
| 10Y | +217.2% | +334.2% | -116.9% | +105.3% |
| All | +3,825.5% | +8,070.6% | -4,245.1% | +1,457.9% |
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