-4.7%
ROL vs PBF
+735.5%
-740.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.6% |
| 7D | -3.4% | +2.4% | -5.8% | -3.4% |
| 30D | -6.9% | +24.9% | -31.8% | -7.1% |
| 3M | -24.6% | +81.9% | -106.5% | -24.8% |
| 6M | -39.5% | +79.4% | -118.9% | -39.7% |
| YTD | -41.1% | +188.3% | -229.4% | -41.7% |
| 1Y | -37.9% | +177.3% | -215.2% | -38.6% |
| 3Y | +0.8% | +56.0% | -55.2% | +0.3% |
| 5Y | -4.7% | +804.0% | -808.7% | -5.5% |
| All | -4.7% | +735.5% | -740.2% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling