+207.9%
ROL vs GEN
+150.2%
+57.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -6.9% | +2.6% | -9.6% | -7.4% |
| 3M | -24.6% | +15.8% | -40.4% | -26.6% |
| 6M | -39.5% | +33.1% | -72.7% | -42.8% |
| YTD | -41.1% | +11.3% | -52.4% | -42.6% |
| 1Y | -37.9% | +1.7% | -39.6% | -38.5% |
| 3Y | +0.8% | +58.1% | -57.3% | -8.6% |
| 5Y | -4.7% | +20.6% | -25.3% | -10.7% |
| 10Y | +207.9% | +149.0% | +58.9% | +147.1% |
| All | +207.9% | +150.2% | +57.7% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling