-4.7%
ROL vs MTB
+102.5%
-107.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.5% |
| 7D | -3.4% | +2.8% | -6.2% | -3.8% |
| 30D | -6.9% | -4.2% | -2.8% | -6.4% |
| 3M | -24.6% | +7.8% | -32.4% | -25.4% |
| 6M | -39.5% | +14.8% | -54.4% | -40.7% |
| YTD | -41.1% | +20.8% | -61.9% | -42.6% |
| 1Y | -37.9% | +23.1% | -61.1% | -39.7% |
| 3Y | +0.8% | +114.8% | -114.0% | -10.7% |
| 5Y | -4.7% | +103.3% | -108.0% | -14.1% |
| All | -4.7% | +102.5% | -107.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling