+214.9%
ROL vs M
+3.7%
+211.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.5% |
| 7D | +7.5% | +2.5% | +5.0% | +7.3% |
| 30D | +21.1% | +10.1% | +11.1% | +20.3% |
| 3M | +3.1% | -0.9% | +4.1% | +3.1% |
| 6M | -27.4% | +30.2% | -57.6% | -28.8% |
| YTD | -34.7% | +16.3% | -51.0% | -35.6% |
| 1Y | -32.9% | +27.0% | -59.9% | -34.2% |
| 3Y | +6.1% | +154.5% | -148.3% | -2.1% |
| 5Y | +16.3% | -1.1% | +17.4% | +11.9% |
| 10Y | +214.9% | +0.5% | +214.4% | +187.9% |
| All | +214.9% | +3.7% | +211.1% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling