+117.0%
ROL vs MGY
+210.4%
-93.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | +3.5% | -6.7% | -3.4% |
| 30D | -4.9% | +5.3% | -10.2% | -5.2% |
| 3M | -25.8% | +2.6% | -28.5% | -26.0% |
| 6M | -37.6% | -3.3% | -34.3% | -37.6% |
| YTD | -41.5% | +29.2% | -70.7% | -42.6% |
| 1Y | -39.5% | +18.0% | -57.5% | -40.3% |
| 3Y | +0.1% | +30.0% | -29.9% | -2.7% |
| 5Y | -4.6% | +92.7% | -97.3% | -10.5% |
| All | +117.0% | +210.4% | -93.4% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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