+205.1%
ROL vs GWW
+565.7%
-360.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.2% | -3.1% | -0.1% | -2.2% |
| 30D | -6.6% | -2.3% | -4.3% | -5.9% |
| 3M | -27.3% | -3.3% | -24.0% | -26.7% |
| 6M | -38.1% | +15.4% | -53.5% | -41.2% |
| YTD | -41.8% | +26.7% | -68.5% | -46.4% |
| 1Y | -37.8% | +29.0% | -66.8% | -43.2% |
| 3Y | -0.3% | +89.0% | -89.3% | -21.2% |
| 5Y | -5.1% | +221.8% | -226.8% | -37.8% |
| All | +205.1% | +565.7% | -360.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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