+6,564.5%
ROL vs IDXX
+53,734.7%
-47,170.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | -5.7% | +2.6% | -2.1% |
| 30D | -4.9% | -11.5% | +6.6% | -2.8% |
| 3M | -25.8% | -9.5% | -16.3% | -24.6% |
| 6M | -37.6% | -16.0% | -21.6% | -35.7% |
| YTD | -41.5% | -25.4% | -16.1% | -38.5% |
| 1Y | -39.5% | -21.8% | -17.7% | -37.2% |
| 3Y | +0.1% | +7.0% | -6.9% | -3.6% |
| 5Y | -4.6% | -26.0% | +21.4% | -3.6% |
| 10Y | +209.9% | +358.9% | -149.0% | +128.5% |
| All | +6,564.5% | +53,734.7% | -47,170.2% | +2,991.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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