+206.6%
ROL vs GWRE
+131.0%
+75.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -3.2% | -13.2% | +10.1% | -0.8% |
| 30D | -4.9% | -18.6% | +13.7% | -2.2% |
| 3M | -25.8% | +18.9% | -44.7% | -29.1% |
| 6M | -37.6% | -11.0% | -26.6% | -37.9% |
| YTD | -41.5% | -29.9% | -11.6% | -39.2% |
| 1Y | -39.5% | -44.3% | +4.9% | -34.1% |
| 3Y | +0.1% | +51.7% | -51.5% | -17.6% |
| 5Y | -4.6% | +15.4% | -20.0% | -16.5% |
| All | +206.6% | +131.0% | +75.6% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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