+575.0%
ROL vs FIVE
+822.5%
-247.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +9.5% | -0.3% | +9.8% | +9.5% |
| 30D | +22.9% | +17.7% | +5.3% | +20.3% |
| 3M | +3.5% | +4.0% | -0.4% | +2.9% |
| 6M | -29.4% | +2.6% | -32.0% | -30.0% |
| YTD | -36.1% | +27.6% | -63.6% | -38.4% |
| 1Y | -34.4% | +59.9% | -94.3% | -38.6% |
| 3Y | +4.0% | +35.8% | -31.8% | -3.8% |
| 5Y | +13.2% | +14.4% | -1.2% | +4.8% |
| 10Y | +219.7% | +576.1% | -356.5% | +123.4% |
| All | +575.0% | +822.5% | -247.4% | +355.3% |
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 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