+4,919.1%
ROL vs MKSI
+2,229.0%
+2,690.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | -3.3% | +6.6% | -9.9% | -4.4% |
| 30D | -7.2% | -8.2% | +1.0% | -6.0% |
| 3M | -27.0% | -16.4% | -10.6% | -26.2% |
| 6M | -39.5% | +23.0% | -62.5% | -43.5% |
| YTD | -41.8% | +68.2% | -110.0% | -49.0% |
| 1Y | -38.9% | +148.6% | -187.4% | -50.9% |
| 3Y | -0.4% | +196.0% | -196.3% | -27.3% |
| 5Y | -4.2% | +87.4% | -91.6% | -26.2% |
| 10Y | +208.2% | +523.8% | -315.6% | +70.5% |
| All | +4,919.1% | +2,229.0% | +2,690.1% | +1,857.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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