+214.2%
ROL vs FIVE
+478.4%
-264.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.3% |
| 7D | -1.4% | +4.3% | -5.7% | -2.0% |
| 30D | -4.1% | +12.5% | -16.6% | -5.7% |
| 3M | -22.5% | +31.2% | -53.7% | -25.4% |
| 6M | -37.7% | +14.4% | -52.0% | -39.1% |
| YTD | -39.6% | +33.9% | -73.5% | -42.3% |
| 1Y | -36.0% | +65.1% | -101.1% | -40.8% |
| 3Y | -5.1% | +49.0% | -54.1% | -13.4% |
| 5Y | -3.4% | +30.3% | -33.7% | -12.3% |
| All | +214.2% | +478.4% | -264.3% | +125.7% |
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