+1,044.9%
ROL vs GNRC
+2,120.5%
-1,075.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.8% |
| 7D | -3.4% | +4.8% | -8.3% | -4.2% |
| 30D | -6.9% | -10.4% | +3.4% | -5.3% |
| 3M | -24.6% | -28.5% | +3.9% | -20.9% |
| 6M | -39.5% | -6.8% | -32.8% | -40.1% |
| YTD | -41.1% | +39.5% | -80.6% | -46.3% |
| 1Y | -37.9% | +3.4% | -41.3% | -40.6% |
| 3Y | +0.8% | +65.1% | -64.3% | -14.9% |
| 5Y | -4.7% | -57.1% | +52.4% | +1.1% |
| 10Y | +207.9% | +432.5% | -224.6% | +64.8% |
| All | +1,044.9% | +2,120.5% | -1,075.6% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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