-5.1%
ROL vs MGY
+85.2%
-90.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.2% | +1.8% | -5.0% | -3.3% |
| 30D | -6.6% | +6.5% | -13.1% | -7.0% |
| 3M | -27.3% | +0.3% | -27.6% | -27.4% |
| 6M | -38.1% | -2.4% | -35.7% | -38.1% |
| YTD | -41.8% | +29.0% | -70.8% | -43.0% |
| 1Y | -37.8% | +17.0% | -54.8% | -38.7% |
| 3Y | -0.3% | +26.2% | -26.5% | -3.3% |
| 5Y | -5.1% | +92.3% | -97.4% | -8.4% |
| All | -5.1% | +85.2% | -90.2% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling