+4.3%
ROL vs FIVE
+43.9%
-39.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +7.3% | -3.9% | +3.1% |
| 30D | +20.8% | +18.1% | +2.7% | +19.9% |
| 3M | +3.7% | +7.7% | -4.0% | +3.4% |
| 6M | -27.7% | +13.6% | -41.3% | -28.1% |
| YTD | -34.9% | +34.6% | -69.5% | -35.5% |
| 1Y | -33.3% | +66.2% | -99.5% | -34.1% |
| 3Y | +4.3% | +43.5% | -39.1% | +7.4% |
| All | +4.3% | +43.9% | -39.6% | +7.4% |
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 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