+4,416.7%
ROL vs IT
+6,228.4%
-1,811.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.3% |
| 7D | +9.5% | -16.9% | +26.4% | +13.1% |
| 30D | +22.9% | +2.3% | +20.6% | +22.0% |
| 3M | +3.5% | +2.9% | +0.7% | +2.2% |
| 6M | -29.4% | +25.9% | -55.2% | -33.9% |
| YTD | -36.1% | -24.6% | -11.4% | -34.5% |
| 1Y | -34.4% | -16.0% | -18.3% | -34.2% |
| 3Y | +4.0% | -51.6% | +55.6% | +13.8% |
| 5Y | +13.2% | -42.6% | +55.9% | +18.1% |
| 10Y | +219.7% | +103.6% | +116.1% | +151.9% |
| All | +4,416.7% | +6,228.4% | -1,811.6% | +1,842.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling