+205.1%
ROL vs GME
+271.8%
-66.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | 0.0% |
| 7D | -3.2% | +6.0% | -9.3% | -3.2% |
| 30D | -6.6% | +8.3% | -15.0% | -6.7% |
| 3M | -27.3% | -9.1% | -18.2% | -27.3% |
| 6M | -38.1% | -16.3% | -21.8% | -38.0% |
| YTD | -41.8% | +1.5% | -43.3% | -41.8% |
| 1Y | -37.8% | -16.3% | -21.5% | -37.8% |
| 3Y | -0.3% | +15.1% | -15.5% | -0.8% |
| 5Y | -5.1% | -57.2% | +52.1% | -5.6% |
| All | +205.1% | +271.8% | -66.7% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling