+15.6%
ROL vs PPL
+47.7%
-32.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +11.7% | +1.0% | +10.7% | +11.2% |
| 30D | +27.7% | +6.8% | +20.9% | +24.0% |
| 3M | +3.7% | +3.9% | -0.2% | +1.8% |
| 6M | -27.8% | -2.0% | -25.7% | -27.2% |
| YTD | -34.7% | +5.3% | -40.0% | -36.6% |
| 1Y | -34.1% | +2.2% | -36.3% | -35.2% |
| 3Y | +5.9% | +56.7% | -50.8% | -14.8% |
| 5Y | +15.6% | +49.1% | -33.4% | -4.1% |
| All | +15.6% | +47.7% | -32.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling