+537.8%
ROL vs FIVE
+868.1%
-330.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.2% |
| 7D | -1.4% | +4.3% | -5.7% | -2.0% |
| 30D | -4.1% | +12.5% | -16.6% | -5.6% |
| 3M | -22.5% | +31.2% | -53.7% | -25.3% |
| 6M | -37.7% | +14.4% | -52.0% | -39.1% |
| YTD | -39.6% | +33.9% | -73.5% | -42.2% |
| 1Y | -36.0% | +65.1% | -101.1% | -40.6% |
| 3Y | -5.1% | +49.0% | -54.1% | -13.5% |
| 5Y | -3.4% | +30.3% | -33.7% | -12.2% |
| 10Y | +215.2% | +481.1% | -265.9% | +123.8% |
| All | +537.8% | +868.1% | -330.3% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling