+4,496.4%
ROL vs IT
+6,189.1%
-1,692.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +3.4% | -7.5% | +10.9% | +4.9% |
| 30D | +20.8% | -1.2% | +21.9% | +20.6% |
| 3M | +3.7% | -2.2% | +5.9% | +3.5% |
| 6M | -27.7% | +19.1% | -46.7% | -31.5% |
| YTD | -34.9% | -25.1% | -9.8% | -33.3% |
| 1Y | -33.3% | -17.4% | -15.9% | -33.0% |
| 3Y | +4.3% | -54.1% | +58.4% | +15.4% |
| 5Y | +15.0% | -42.7% | +57.6% | +19.9% |
| 10Y | +214.7% | +88.1% | +126.5% | +151.7% |
| All | +4,496.4% | +6,189.1% | -1,692.7% | +1,878.7% |
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