+206.6%
ROL vs MXL
+313.4%
-106.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | +0.1% |
| 7D | -3.2% | +18.9% | -22.0% | -4.2% |
| 30D | -4.9% | +0.3% | -5.2% | -5.2% |
| 3M | -25.8% | -8.0% | -17.8% | -26.7% |
| 6M | -37.6% | +341.2% | -378.8% | -47.7% |
| YTD | -41.5% | +327.8% | -369.3% | -51.0% |
| 1Y | -39.5% | +364.9% | -404.4% | -50.0% |
| 3Y | +0.1% | +229.2% | -229.1% | -19.3% |
| 5Y | -4.6% | +42.8% | -47.4% | -17.7% |
| All | +206.6% | +313.4% | -106.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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