+4.7%
ROL vs FIVE
+40.0%
-35.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +3.0% | +2.7% | +0.3% | +2.9% |
| 30D | +19.8% | +12.7% | +7.1% | +19.1% |
| 3M | +7.9% | +2.1% | +5.8% | +7.7% |
| 6M | -25.6% | +17.5% | -43.1% | -26.2% |
| YTD | -34.1% | +31.0% | -65.1% | -34.7% |
| 1Y | -31.4% | +67.7% | -99.1% | -32.2% |
| 3Y | +4.7% | +43.4% | -38.7% | +7.7% |
| All | +4.7% | +40.0% | -35.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling