+5,577.8%
ROL vs M
+401.4%
+5,176.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.4% |
| 7D | +9.5% | -4.3% | +13.8% | +10.2% |
| 30D | +22.9% | +1.3% | +21.7% | +22.6% |
| 3M | +3.5% | -7.4% | +10.9% | +4.6% |
| 6M | -29.4% | +18.3% | -47.7% | -31.6% |
| YTD | -36.1% | +7.6% | -43.6% | -37.4% |
| 1Y | -34.4% | +17.4% | -51.7% | -36.7% |
| 3Y | +4.0% | +108.4% | -104.4% | -12.4% |
| 5Y | +13.2% | -10.6% | +23.8% | +4.2% |
| 10Y | +219.7% | -3.2% | +222.8% | +148.6% |
| All | +5,577.8% | +401.4% | +5,176.4% | +2,731.7% |
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