+220.7%
ROL vs P
+652.0%
-431.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.7% |
| 7D | +3.0% | +11.6% | -8.6% | +2.2% |
| 30D | +19.8% | -23.7% | +43.4% | +21.6% |
| 3M | +7.9% | -8.0% | +15.9% | +7.6% |
| 6M | -25.6% | +27.9% | -53.6% | -28.3% |
| YTD | -34.1% | +61.2% | -95.3% | -38.2% |
| 1Y | -31.4% | +28.6% | -60.0% | -34.7% |
| 3Y | +4.7% | +200.5% | -195.8% | -13.6% |
| 5Y | +15.6% | +282.9% | -267.3% | -9.8% |
| All | +220.7% | +652.0% | -431.3% | +122.8% |
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