+118.4%
ROL vs MGY
+206.7%
-88.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.9% | -2.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | -6.9% | +10.1% | -17.1% | -7.5% |
| 3M | -24.6% | -1.5% | -23.1% | -24.6% |
| 6M | -39.5% | -4.9% | -34.6% | -39.5% |
| YTD | -41.1% | +27.7% | -68.8% | -42.2% |
| 1Y | -37.9% | +20.1% | -58.0% | -38.9% |
| 3Y | +0.8% | +24.9% | -24.1% | -1.7% |
| 5Y | -4.7% | +91.6% | -96.3% | -10.5% |
| All | +118.4% | +206.7% | -88.3% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling