+217.3%
ROL vs M
-6.5%
+223.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.8% | -3.3% | +4.1% | +0.9% |
| 30D | +20.6% | +8.1% | +12.5% | +19.9% |
| 3M | +4.5% | +2.2% | +2.3% | +4.2% |
| 6M | -26.5% | +35.1% | -61.6% | -28.0% |
| YTD | -34.8% | +15.8% | -50.7% | -35.7% |
| 1Y | -33.2% | +25.8% | -59.0% | -34.4% |
| 3Y | +4.5% | +156.2% | -151.8% | -3.7% |
| 5Y | +15.5% | -2.4% | +17.9% | +11.2% |
| All | +217.3% | -6.5% | +223.9% | +194.2% |
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