+16.3%
ROL vs GEN
+27.3%
-10.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +7.5% | -0.3% | +7.8% | +7.6% |
| 30D | +21.1% | +28.2% | -7.0% | +15.9% |
| 3M | +3.1% | +2.6% | +0.5% | +2.1% |
| 6M | -27.4% | +32.7% | -60.1% | -31.3% |
| YTD | -34.7% | +11.3% | -46.0% | -36.4% |
| 1Y | -32.9% | +17.9% | -50.9% | -35.3% |
| 3Y | +6.1% | +66.3% | -60.2% | -4.6% |
| 5Y | +16.3% | +31.7% | -15.3% | +3.8% |
| All | +16.3% | +27.3% | -10.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling