+206.6%
ROL vs DTE
+137.8%
+68.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -3.2% | -2.6% | -0.6% | -2.3% |
| 30D | -4.9% | -4.4% | -0.5% | -3.4% |
| 3M | -25.8% | -8.3% | -17.5% | -23.5% |
| 6M | -37.6% | -8.1% | -29.5% | -35.8% |
| YTD | -41.5% | +4.4% | -45.9% | -42.6% |
| 1Y | -39.5% | +0.2% | -39.7% | -39.8% |
| 3Y | +0.1% | +42.6% | -42.5% | -12.7% |
| 5Y | -4.6% | +31.5% | -36.1% | -14.7% |
| All | +206.6% | +137.8% | +68.8% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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