+1,903.2%
ROL vs MKTX
+1,445.1%
+458.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.3% | +0.3% | -3.5% | -3.3% |
| 30D | -7.2% | +1.0% | -8.2% | -7.4% |
| 3M | -27.0% | +40.8% | -67.8% | -34.1% |
| 6M | -39.5% | -10.9% | -28.6% | -38.6% |
| YTD | -41.8% | -8.6% | -33.2% | -41.4% |
| 1Y | -38.9% | -11.6% | -27.3% | -38.1% |
| 3Y | -0.4% | -24.5% | +24.1% | +1.7% |
| 5Y | -4.2% | -60.7% | +56.5% | +13.3% |
| 10Y | +208.2% | +5.1% | +203.1% | +167.9% |
| All | +1,903.2% | +1,445.1% | +458.1% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling