-4.2%
ROL vs HRB
+104.8%
-109.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | -3.3% | -10.6% | +7.3% | -1.5% |
| 30D | -7.2% | -0.8% | -6.4% | -7.4% |
| 3M | -27.0% | +19.1% | -46.0% | -29.6% |
| 6M | -39.5% | +48.7% | -88.2% | -44.3% |
| YTD | -41.8% | +7.1% | -48.9% | -42.9% |
| 1Y | -38.9% | -8.3% | -30.5% | -38.0% |
| 3Y | -0.4% | +25.8% | -26.2% | -7.6% |
| 5Y | -4.2% | +111.1% | -115.3% | -24.4% |
| All | -4.2% | +104.8% | -109.1% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling