+2.3%
ROL vs LUNR
+54.8%
-52.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -7.2% | -5.3% | -1.9% | -7.2% |
| 3M | -27.0% | -45.6% | +18.6% | -27.0% |
| 6M | -39.5% | -17.4% | -22.1% | -39.6% |
| YTD | -41.8% | -7.9% | -33.9% | -41.9% |
| 1Y | -38.9% | +77.6% | -116.5% | -39.0% |
| 3Y | -0.4% | +247.4% | -247.8% | -0.9% |
| All | +2.3% | +54.8% | -52.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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