+214.7%
ROL vs P
+691.2%
-476.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +3.4% | -13.3% | +16.7% | +4.2% |
| 30D | +20.8% | -34.0% | +54.8% | +23.8% |
| 3M | +3.7% | +4.1% | -0.4% | +2.3% |
| 6M | -27.7% | +30.5% | -58.1% | -30.6% |
| YTD | -34.9% | +52.2% | -87.1% | -38.7% |
| 1Y | -33.3% | +10.3% | -43.6% | -35.6% |
| 3Y | +4.3% | +180.9% | -176.5% | -13.3% |
| 5Y | +15.0% | +259.7% | -244.7% | -9.8% |
| 10Y | +214.7% | +652.6% | -437.9% | +119.1% |
| All | +214.7% | +691.2% | -476.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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