+1,019.4%
ROL vs MXL
+210.8%
+808.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +3.0% |
| 7D | +3.0% | +13.4% | -10.4% | +1.9% |
| 30D | +19.8% | -29.2% | +49.0% | +21.9% |
| 3M | +7.9% | -27.2% | +35.1% | +8.4% |
| 6M | -25.6% | -36.4% | +10.8% | -26.3% |
| YTD | -34.1% | +220.0% | -254.2% | -47.4% |
| 1Y | -31.4% | +304.8% | -336.2% | -46.9% |
| 3Y | +4.7% | +238.5% | -233.8% | -23.5% |
| 5Y | +15.6% | -18.8% | +34.4% | -1.0% |
| 10Y | +220.6% | +163.1% | +57.5% | +106.0% |
| All | +1,019.4% | +210.8% | +808.7% | +499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling