+220.7%
ROL vs M
-7.1%
+227.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.5% |
| 7D | +3.0% | +7.0% | -4.0% | +2.5% |
| 30D | +19.8% | +8.9% | +10.9% | +19.1% |
| 3M | +7.9% | +4.5% | +3.4% | +7.5% |
| 6M | -25.6% | +36.2% | -61.8% | -27.2% |
| YTD | -34.1% | +15.1% | -49.3% | -35.0% |
| 1Y | -31.4% | +27.4% | -58.8% | -32.7% |
| 3Y | +4.7% | +160.1% | -155.5% | -3.6% |
| 5Y | +15.6% | -1.6% | +17.2% | +11.2% |
| All | +220.7% | -7.1% | +227.8% | +197.5% |
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