+205.1%
ROL vs HRB
+207.5%
-2.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.2% | -12.2% | +9.0% | -1.0% |
| 30D | -6.6% | -3.0% | -3.7% | -6.5% |
| 3M | -27.3% | +21.7% | -49.0% | -30.3% |
| 6M | -38.1% | +52.3% | -90.4% | -43.4% |
| YTD | -41.8% | +6.5% | -48.2% | -43.2% |
| 1Y | -37.8% | -6.7% | -31.1% | -37.9% |
| 3Y | -0.3% | +25.1% | -25.4% | -7.0% |
| 5Y | -5.1% | +113.8% | -118.8% | -21.4% |
| All | +205.1% | +207.5% | -2.4% | +131.6% |
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