+9,030.3%
ROL vs HRB
+3,357.9%
+5,672.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.3% |
| 7D | -1.4% | -5.7% | +4.2% | -0.1% |
| 30D | -4.1% | +7.9% | -12.0% | -6.2% |
| 3M | -22.5% | +32.1% | -54.6% | -27.9% |
| 6M | -37.7% | +62.2% | -99.9% | -45.2% |
| YTD | -39.6% | +16.4% | -56.0% | -42.9% |
| 1Y | -36.0% | -0.3% | -35.7% | -37.4% |
| 3Y | -5.1% | +36.0% | -41.2% | -15.1% |
| 5Y | -3.4% | +125.2% | -128.6% | -24.9% |
| 10Y | +215.2% | +237.7% | -22.4% | +105.3% |
| All | +9,030.3% | +3,357.9% | +5,672.4% | +3,536.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling