+4,168.0%
ROL vs IT
+6,105.9%
-1,937.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.3% |
| 7D | -1.4% | -6.0% | +4.6% | -0.3% |
| 30D | -4.1% | 0.0% | -4.1% | -4.3% |
| 3M | -22.5% | +13.1% | -35.6% | -25.2% |
| 6M | -37.7% | +11.7% | -49.4% | -40.1% |
| YTD | -39.6% | -26.1% | -13.5% | -37.5% |
| 1Y | -36.0% | -21.3% | -14.8% | -35.0% |
| 3Y | -5.1% | -46.7% | +41.6% | +2.1% |
| 5Y | -3.4% | -40.5% | +37.1% | +0.6% |
| 10Y | +215.2% | +103.9% | +111.4% | +149.4% |
| All | +4,168.0% | +6,105.9% | -1,937.9% | +1,752.0% |
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