+553.9%
ROL vs PBF
+303.9%
+250.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.4% | +4.3% | -5.7% | -1.6% |
| 30D | -4.1% | +22.0% | -26.1% | -4.9% |
| 3M | -22.5% | +74.5% | -97.0% | -24.3% |
| 6M | -37.7% | +67.7% | -105.3% | -39.1% |
| YTD | -39.6% | +179.2% | -218.8% | -42.3% |
| 1Y | -36.0% | +170.0% | -206.0% | -39.0% |
| 3Y | -5.1% | +66.4% | -71.5% | -8.6% |
| 5Y | -3.4% | +764.5% | -767.9% | -16.0% |
| 10Y | +215.2% | +358.5% | -143.3% | +160.0% |
| All | +553.9% | +303.9% | +250.1% | +445.2% |
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