-30.8%
ROL vs MULL
+2,620.5%
-2,651.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.1% |
| 7D | -3.3% | +14.8% | -18.1% | -3.0% |
| 30D | -7.2% | +36.6% | -43.8% | -6.5% |
| 3M | -27.0% | -8.9% | -18.1% | -26.5% |
| 6M | -39.5% | +311.9% | -351.4% | -38.8% |
| YTD | -41.8% | +579.8% | -621.6% | -41.1% |
| 1Y | -38.9% | +2,421.5% | -2,460.4% | -38.8% |
| All | -30.8% | +2,620.5% | -2,651.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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