+208.2%
ROL vs IT
+88.4%
+119.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -3.3% | -9.1% | +5.9% | -1.5% |
| 30D | -7.2% | -12.2% | +4.9% | -5.0% |
| 3M | -27.0% | +7.8% | -34.8% | -29.0% |
| 6M | -39.5% | +2.0% | -41.5% | -40.9% |
| YTD | -41.8% | -32.7% | -9.1% | -38.1% |
| 1Y | -38.9% | -31.1% | -7.8% | -35.6% |
| 3Y | -0.4% | -52.1% | +51.7% | +11.5% |
| 5Y | -4.2% | -46.3% | +42.1% | +2.1% |
| 10Y | +208.2% | +91.4% | +116.9% | +144.6% |
| All | +208.2% | +88.4% | +119.8% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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