+537.9%
ROL vs GWRE
+793.8%
-255.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.3% | -1.3% |
| 7D | -3.4% | -25.6% | +22.1% | +0.8% |
| 30D | -6.9% | -12.2% | +5.3% | -5.6% |
| 3M | -24.6% | +17.7% | -42.3% | -27.5% |
| 6M | -39.5% | -11.3% | -28.2% | -39.7% |
| YTD | -41.1% | -25.5% | -15.6% | -39.7% |
| 1Y | -37.9% | -42.8% | +4.9% | -33.3% |
| 3Y | +0.8% | +59.0% | -58.2% | -14.3% |
| 5Y | -4.7% | +21.6% | -26.3% | -15.9% |
| 10Y | +207.9% | +139.2% | +68.7% | +134.3% |
| All | +537.9% | +793.8% | -255.9% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling