+208.2%
ROL vs MTB
+172.8%
+35.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.3% | +1.1% | -4.3% | -3.4% |
| 30D | -7.2% | -4.6% | -2.6% | -6.5% |
| 3M | -27.0% | +6.3% | -33.2% | -27.7% |
| 6M | -39.5% | +15.6% | -55.1% | -41.0% |
| YTD | -41.8% | +20.6% | -62.4% | -43.6% |
| 1Y | -38.9% | +22.5% | -61.4% | -41.0% |
| 3Y | -0.4% | +114.4% | -114.8% | -13.6% |
| 5Y | -4.2% | +101.9% | -106.1% | -17.5% |
| 10Y | +208.2% | +170.4% | +37.8% | +134.9% |
| All | +208.2% | +172.8% | +35.4% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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