+4,406.0%
ROL vs HDB
+4,291.4%
+114.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | +6.9% | -6.2% | -0.8% |
| 30D | +20.6% | +15.2% | +5.3% | +16.6% |
| 3M | +4.5% | +11.7% | -7.2% | +1.6% |
| 6M | -26.5% | +7.5% | -34.0% | -28.1% |
| YTD | -34.8% | -28.8% | -6.0% | -30.0% |
| 1Y | -33.2% | -29.1% | -4.1% | -28.2% |
| 3Y | +4.5% | -7.0% | +11.5% | +3.5% |
| 5Y | +15.5% | -22.1% | +37.6% | +17.7% |
| 10Y | +217.2% | +64.9% | +152.3% | +155.3% |
| All | +4,406.0% | +4,291.4% | +114.5% | +1,788.9% |
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