+217.2%
ROL vs PPL
+65.2%
+152.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.8% | -1.0% | +1.7% | +1.1% |
| 30D | +20.6% | +3.0% | +17.6% | +19.3% |
| 3M | +4.5% | +1.1% | +3.4% | +4.0% |
| 6M | -26.5% | -0.8% | -25.7% | -26.4% |
| YTD | -34.8% | +3.5% | -38.3% | -35.9% |
| 1Y | -33.2% | -0.9% | -32.3% | -33.3% |
| 3Y | +4.5% | +54.2% | -49.8% | -10.5% |
| 5Y | +15.5% | +46.3% | -30.8% | +0.3% |
| 10Y | +217.2% | +65.0% | +152.2% | +169.9% |
| All | +217.2% | +65.2% | +152.0% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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