+45.4%
ROL vs OPEN
-87.0%
+132.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.8% | +19.7% | -1.2% |
| 7D | +9.5% | -22.2% | +31.7% | +10.4% |
| 30D | +22.9% | -38.3% | +61.3% | +25.0% |
| 3M | +3.5% | -59.4% | +62.9% | +6.8% |
| 6M | -29.4% | -74.4% | +45.0% | -26.1% |
| YTD | -36.1% | -76.0% | +39.9% | -33.1% |
| 1Y | -34.4% | -78.7% | +44.3% | -31.3% |
| 3Y | +4.0% | -30.0% | +34.0% | -2.7% |
| 5Y | +13.2% | -93.7% | +107.0% | +15.4% |
| All | +45.4% | -87.0% | +132.4% | +42.7% |
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