+4,078.6%
ROL vs HDB
+3,812.1%
+266.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -4.1% | -2.8% | -1.3% | -3.5% |
| 3M | -22.5% | -3.5% | -19.0% | -22.1% |
| 6M | -37.7% | -24.7% | -12.9% | -33.7% |
| YTD | -39.6% | -36.6% | -3.0% | -33.2% |
| 1Y | -36.0% | -34.4% | -1.6% | -29.9% |
| 3Y | -5.1% | -24.4% | +19.2% | -1.2% |
| 5Y | -3.4% | -35.4% | +32.0% | +3.0% |
| 10Y | +215.2% | +39.5% | +175.7% | +164.4% |
| All | +4,078.6% | +3,812.1% | +266.5% | +1,703.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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