+210.7%
ROL vs PAAS
+200.1%
+10.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | -4.1% | +6.8% | -10.9% | -4.6% |
| 3M | -22.5% | -2.9% | -19.6% | -22.6% |
| 6M | -37.7% | -16.4% | -21.2% | -37.3% |
| YTD | -39.6% | 0.0% | -39.6% | -40.0% |
| 1Y | -36.0% | +54.3% | -90.3% | -38.4% |
| 3Y | -5.1% | +230.7% | -235.8% | -14.3% |
| 5Y | -3.4% | +111.6% | -115.0% | -11.6% |
| All | +210.7% | +200.1% | +10.6% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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