+9,745.6%
ROL vs GAP
+2,180.4%
+7,565.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +0.8% | -9.3% | +10.1% | +2.1% |
| 30D | +20.6% | -5.5% | +26.1% | +21.4% |
| 3M | +4.5% | +3.5% | +1.0% | +3.7% |
| 6M | -26.5% | +0.7% | -27.2% | -27.1% |
| YTD | -34.8% | -13.4% | -21.5% | -34.3% |
| 1Y | -33.2% | -7.7% | -25.5% | -33.4% |
| 3Y | +4.5% | +74.4% | -70.0% | -10.0% |
| 5Y | +15.5% | +5.3% | +10.2% | +2.7% |
| 10Y | +217.2% | +4.7% | +212.6% | +151.6% |
| All | +9,745.6% | +2,180.4% | +7,565.3% | +4,893.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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