-21.7%
ROL vs MULL
+1,230.7%
-1,252.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.7% | +2.4% |
| 7D | +3.0% | +24.5% | -21.5% | +3.7% |
| 30D | +19.8% | -35.5% | +55.3% | +18.9% |
| 3M | +7.9% | -44.8% | +52.7% | +7.0% |
| 6M | -25.6% | -45.5% | +19.8% | -25.8% |
| YTD | -34.1% | +232.5% | -266.7% | -34.2% |
| 1Y | -31.4% | +343.3% | -374.6% | -31.5% |
| All | -21.7% | +1,230.7% | -1,252.4% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling