+220.7%
ROL vs DTE
+152.1%
+68.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +3.0% | +3.4% | -0.5% | +1.7% |
| 30D | +19.8% | +8.9% | +10.9% | +16.1% |
| 3M | +7.9% | +1.1% | +6.8% | +7.4% |
| 6M | -25.6% | +0.1% | -25.7% | -25.8% |
| YTD | -34.1% | +11.1% | -45.2% | -36.9% |
| 1Y | -31.4% | +4.9% | -36.3% | -32.9% |
| 3Y | +4.7% | +58.6% | -53.9% | -12.2% |
| 5Y | +15.6% | +47.3% | -31.7% | -0.9% |
| All | +220.7% | +152.1% | +68.6% | +135.5% |
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