+604.2%
ROL vs PBF
+258.1%
+346.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.1% |
| 7D | +3.4% | -15.3% | +18.7% | +4.0% |
| 30D | +20.8% | -21.8% | +42.5% | +21.7% |
| 3M | +3.7% | -0.2% | +3.9% | +3.5% |
| 6M | -27.7% | +63.6% | -91.3% | -29.3% |
| YTD | -34.9% | +147.5% | -182.4% | -37.7% |
| 1Y | -33.3% | +69.8% | -103.1% | -35.2% |
| 3Y | +4.3% | +65.3% | -61.0% | +0.3% |
| 5Y | +15.0% | +393.4% | -378.4% | +2.8% |
| 10Y | +214.7% | +240.3% | -25.6% | +166.5% |
| All | +604.2% | +258.1% | +346.2% | +488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling