+37.4%
ROL vs OPEN
-70.7%
+108.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.4% | -4.3% | +2.8% | -1.3% |
| 30D | -4.1% | -16.2% | +12.1% | -3.5% |
| 3M | -22.5% | -36.4% | +13.9% | -21.4% |
| 6M | -37.7% | -35.5% | -2.2% | -36.9% |
| YTD | -39.6% | -46.0% | +6.4% | -38.6% |
| 1Y | -36.0% | -47.1% | +11.1% | -36.0% |
| 3Y | -5.1% | -19.0% | +13.9% | -10.8% |
| 5Y | -3.4% | -83.6% | +80.2% | -5.5% |
| All | +37.4% | -70.7% | +108.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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