+9,850.6%
ROL vs DTE
+3,620.6%
+6,230.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 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% | -37.0% |
| 1Y | -31.4% | +4.9% | -36.3% | -32.9% |
| 3Y | +4.7% | +58.6% | -53.9% | -13.2% |
| 5Y | +15.6% | +47.3% | -31.7% | -2.2% |
| 10Y | +220.6% | +151.3% | +69.3% | +111.5% |
| All | +9,850.6% | +3,620.6% | +6,230.0% | +2,975.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling