+214.2%
ROL vs P
+732.0%
-517.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.4% | +6.5% | -8.0% | -1.9% |
| 30D | -4.1% | +18.8% | -22.9% | -5.7% |
| 3M | -22.5% | +26.7% | -49.3% | -24.5% |
| 6M | -37.7% | +62.2% | -99.8% | -40.9% |
| YTD | -39.6% | +48.5% | -88.1% | -42.5% |
| 1Y | -36.0% | +26.4% | -62.4% | -38.7% |
| 3Y | -5.1% | +159.4% | -164.6% | -19.7% |
| 5Y | -3.4% | +275.8% | -279.2% | -24.0% |
| All | +214.2% | +732.0% | -517.9% | +121.4% |
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