+205.1%
ROL vs MDY
+175.0%
+30.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.2% | -2.5% | -0.7% | -2.0% |
| 30D | -6.6% | -5.0% | -1.6% | -4.2% |
| 3M | -27.3% | +0.5% | -27.8% | -27.6% |
| 6M | -38.1% | +8.0% | -46.1% | -40.7% |
| YTD | -41.8% | +12.2% | -53.9% | -45.4% |
| 1Y | -37.8% | +14.0% | -51.8% | -42.2% |
| 3Y | -0.3% | +48.2% | -48.5% | -21.2% |
| 5Y | -5.1% | +46.1% | -51.1% | -25.2% |
| All | +205.1% | +175.0% | +30.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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