+9,763.6%
ROL vs GAP
+2,254.5%
+7,509.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.6% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +21.1% | -4.3% | +25.4% | +21.8% |
| 3M | +3.1% | +9.4% | -6.3% | +1.5% |
| 6M | -27.4% | -3.3% | -24.1% | -27.6% |
| YTD | -34.7% | -10.5% | -24.2% | -34.5% |
| 1Y | -32.9% | -2.4% | -30.6% | -33.6% |
| 3Y | +6.1% | +80.1% | -74.0% | -9.0% |
| 5Y | +16.3% | +6.5% | +9.9% | +3.3% |
| 10Y | +214.9% | +14.6% | +200.3% | +146.0% |
| All | +9,763.6% | +2,254.5% | +7,509.0% | +4,880.2% |
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