+5,265.1%
ROL vs M
+396.5%
+4,868.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -1.4% | +4.7% | -6.2% | -2.1% |
| 30D | -4.1% | -9.6% | +5.6% | -2.6% |
| 3M | -22.5% | +0.9% | -23.4% | -22.8% |
| 6M | -37.7% | +22.3% | -59.9% | -39.9% |
| YTD | -39.6% | +6.5% | -46.1% | -40.7% |
| 1Y | -36.0% | +38.8% | -74.8% | -39.9% |
| 3Y | -5.1% | +115.9% | -121.0% | -20.6% |
| 5Y | -3.4% | +28.6% | -32.0% | -16.9% |
| 10Y | +215.2% | -2.5% | +217.8% | +144.7% |
| All | +5,265.1% | +396.5% | +4,868.6% | +2,583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling