+1,308.1%
ROL vs MUB
+76.3%
+1,231.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.9% | -0.6% | -1.2% |
| 30D | -4.1% | -1.4% | -2.7% | -3.7% |
| 3M | -22.5% | -2.2% | -20.4% | -22.0% |
| 6M | -37.7% | -1.9% | -35.8% | -37.3% |
| YTD | -39.6% | -0.8% | -38.8% | -39.4% |
| 1Y | -36.0% | +2.7% | -38.8% | -36.5% |
| 3Y | -5.1% | +8.6% | -13.7% | -7.3% |
| 5Y | -3.4% | +2.0% | -5.4% | -4.6% |
| 10Y | +215.2% | +17.9% | +197.3% | +211.6% |
| All | +1,308.1% | +76.3% | +1,231.8% | +1,275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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