+217.2%
ROL vs HRB
+243.1%
-25.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | -8.1% | +8.8% | +2.3% |
| 30D | +20.6% | +15.0% | +5.6% | +17.6% |
| 3M | +4.5% | +10.2% | -5.7% | +2.2% |
| 6M | -26.5% | +44.2% | -70.7% | -31.7% |
| YTD | -34.8% | +21.0% | -55.8% | -37.9% |
| 1Y | -33.2% | +12.0% | -45.2% | -35.4% |
| 3Y | +4.5% | +24.9% | -20.5% | -2.3% |
| 5Y | +15.5% | +144.6% | -129.1% | -6.8% |
| 10Y | +217.2% | +229.4% | -12.2% | +137.6% |
| All | +217.2% | +243.1% | -25.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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