+217.2%
ROL vs FIVE
+535.9%
-318.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +20.6% | +17.4% | +3.2% | +17.9% |
| 3M | +4.5% | +7.0% | -2.6% | +3.4% |
| 6M | -26.5% | +20.5% | -47.0% | -28.7% |
| YTD | -34.8% | +33.1% | -68.0% | -37.8% |
| 1Y | -33.2% | +67.1% | -100.3% | -38.1% |
| 3Y | +4.5% | +41.9% | -37.4% | -3.8% |
| 5Y | +15.5% | +21.1% | -5.5% | +6.3% |
| 10Y | +217.2% | +518.8% | -301.6% | +121.1% |
| All | +217.2% | +535.9% | -318.7% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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