+206.6%
ROL vs PBR
+697.0%
-490.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -3.2% | +5.4% | -8.5% | -3.6% |
| 30D | -4.9% | +22.9% | -27.8% | -6.7% |
| 3M | -25.8% | +19.6% | -45.5% | -27.2% |
| 6M | -37.6% | +16.5% | -54.0% | -38.6% |
| YTD | -41.5% | +86.7% | -128.1% | -45.0% |
| 1Y | -39.5% | +74.7% | -114.2% | -42.9% |
| 3Y | +0.1% | +102.6% | -102.4% | -7.8% |
| 5Y | -4.6% | +566.6% | -571.2% | -24.4% |
| All | +206.6% | +697.0% | -490.4% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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