+3,331.8%
ROL vs MDY
+2,662.7%
+669.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -4.1% | -1.5% | -2.6% | -3.1% |
| 3M | -22.5% | +0.8% | -23.3% | -23.2% |
| 6M | -37.7% | +7.4% | -45.1% | -41.1% |
| YTD | -39.6% | +15.2% | -54.8% | -45.7% |
| 1Y | -36.0% | +16.5% | -52.6% | -43.2% |
| 3Y | -5.1% | +46.8% | -51.9% | -30.6% |
| 5Y | -3.4% | +46.0% | -49.4% | -30.6% |
| 10Y | +215.2% | +172.1% | +43.2% | +33.0% |
| All | +3,331.8% | +2,662.7% | +669.1% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling