-33.6%
ROL vs FIVE
+63.0%
-96.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +2.9% | +7.3% | -4.5% | +1.4% |
| 30D | +20.1% | +18.1% | +2.1% | +16.4% |
| 3M | +3.2% | +7.7% | -4.5% | +1.6% |
| 6M | -28.0% | +13.6% | -41.7% | -30.2% |
| YTD | -35.3% | +34.6% | -69.8% | -39.7% |
| 1Y | -33.6% | +66.2% | -99.9% | -41.4% |
| All | -33.6% | +63.0% | -96.6% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling