+4.0%
ROL vs FIVE
+34.8%
-30.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +9.5% | -0.3% | +9.8% | +9.5% |
| 30D | +22.9% | +17.7% | +5.3% | +22.1% |
| 3M | +3.5% | +4.0% | -0.4% | +3.4% |
| 6M | -29.4% | +2.6% | -32.0% | -29.6% |
| YTD | -36.1% | +27.6% | -63.6% | -36.5% |
| 1Y | -34.4% | +59.9% | -94.3% | -35.0% |
| 3Y | +4.0% | +35.8% | -31.8% | +7.3% |
| All | +4.0% | +34.8% | -30.8% | +7.3% |
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