-5.1%
ROL vs ITW
+35.1%
-40.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.2% | -2.4% | -0.8% | -2.3% |
| 30D | -6.6% | -9.5% | +2.9% | -3.0% |
| 3M | -27.3% | +6.6% | -34.0% | -29.4% |
| 6M | -38.1% | -1.8% | -36.3% | -37.9% |
| YTD | -41.8% | +9.0% | -50.8% | -44.2% |
| 1Y | -37.8% | +3.6% | -41.4% | -39.2% |
| 3Y | -0.3% | +19.4% | -19.8% | -10.0% |
| 5Y | -5.1% | +36.4% | -41.5% | -22.8% |
| All | -5.1% | +35.1% | -40.2% | -22.8% |
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