+4,025.5%
ROL vs MCO
+7,504.3%
-3,478.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.6% |
| 30D | -6.9% | +0.9% | -7.9% | -7.3% |
| 3M | -24.6% | +8.7% | -33.3% | -26.6% |
| 6M | -39.5% | +2.4% | -42.0% | -40.2% |
| YTD | -41.1% | -5.2% | -35.9% | -40.7% |
| 1Y | -37.9% | -4.4% | -33.6% | -37.7% |
| 3Y | +0.8% | +45.1% | -44.3% | -12.6% |
| 5Y | -4.7% | +31.5% | -36.2% | -16.0% |
| 10Y | +207.9% | +380.7% | -172.9% | +77.0% |
| All | +4,025.5% | +7,504.3% | -3,478.7% | +1,046.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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