+206.6%
ROL vs MKTX
+5.0%
+201.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | -0.2% | -2.9% | -3.1% |
| 30D | -4.9% | +0.7% | -5.6% | -5.0% |
| 3M | -25.8% | +40.8% | -66.6% | -32.0% |
| 6M | -37.6% | -8.0% | -29.6% | -36.9% |
| YTD | -41.5% | -8.7% | -32.7% | -40.8% |
| 1Y | -39.5% | -11.8% | -27.6% | -38.4% |
| 3Y | +0.1% | -24.0% | +24.2% | +2.1% |
| 5Y | -4.6% | -60.3% | +55.7% | +14.5% |
| All | +206.6% | +5.0% | +201.5% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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