-4.2%
ROL vs MDY
+45.8%
-50.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | -7.2% | -3.9% | -3.4% | -5.7% |
| 3M | -27.0% | 0.0% | -26.9% | -27.1% |
| 6M | -39.5% | +8.5% | -48.1% | -41.8% |
| YTD | -41.8% | +13.2% | -55.0% | -45.1% |
| 1Y | -38.9% | +15.0% | -53.9% | -42.8% |
| 3Y | -0.4% | +49.6% | -50.0% | -19.7% |
| 5Y | -4.2% | +46.0% | -50.2% | -22.1% |
| All | -4.2% | +45.8% | -50.1% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling