+207.9%
ROL vs PBF
+354.3%
-146.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.6% |
| 7D | -3.4% | +2.4% | -5.8% | -3.5% |
| 30D | -6.9% | +24.9% | -31.8% | -7.5% |
| 3M | -24.6% | +81.9% | -106.5% | -25.9% |
| 6M | -39.5% | +79.4% | -118.9% | -40.7% |
| YTD | -41.1% | +188.3% | -229.4% | -43.1% |
| 1Y | -37.9% | +177.3% | -215.2% | -40.1% |
| 3Y | +0.8% | +56.0% | -55.2% | -1.6% |
| 5Y | -4.7% | +804.0% | -808.7% | -14.0% |
| 10Y | +207.9% | +334.1% | -126.2% | +176.1% |
| All | +207.9% | +354.3% | -146.4% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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