+9,850.6%
ROL vs HRB
+3,424.9%
+6,425.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +3.0% | -5.1% | +8.1% | +4.2% |
| 30D | +19.8% | +8.7% | +11.1% | +17.5% |
| 3M | +7.9% | -5.4% | +13.3% | +9.0% |
| 6M | -25.6% | +41.6% | -67.2% | -32.0% |
| YTD | -34.1% | +18.7% | -52.8% | -38.1% |
| 1Y | -31.4% | +16.4% | -47.8% | -35.3% |
| 3Y | +4.7% | +22.0% | -17.3% | -3.9% |
| 5Y | +15.6% | +141.2% | -125.6% | -11.7% |
| 10Y | +220.6% | +223.1% | -2.5% | +111.3% |
| All | +9,850.6% | +3,424.9% | +6,425.7% | +3,841.3% |
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