+16.0%
ROL vs ITW
+35.5%
-19.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +3.0% | +2.3% | +0.6% | +2.1% |
| 30D | +19.8% | +6.7% | +13.1% | +16.9% |
| 3M | +7.9% | -0.5% | +8.4% | +8.0% |
| 6M | -25.6% | +16.4% | -42.1% | -30.2% |
| YTD | -34.1% | +19.0% | -53.1% | -39.0% |
| 1Y | -31.4% | +20.2% | -51.6% | -36.7% |
| 3Y | +4.7% | +33.1% | -28.4% | -9.3% |
| All | +16.0% | +35.5% | -19.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling