+9,768.6%
ROL vs PPL
+2,170.9%
+7,597.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +11.7% | +1.0% | +10.7% | +11.4% |
| 30D | +27.7% | +6.8% | +20.9% | +25.0% |
| 3M | +3.7% | +3.9% | -0.2% | +2.4% |
| 6M | -27.8% | -2.0% | -25.7% | -27.3% |
| YTD | -34.7% | +5.3% | -40.0% | -36.0% |
| 1Y | -34.1% | +2.2% | -36.3% | -34.8% |
| 3Y | +5.9% | +56.7% | -50.8% | -9.0% |
| 5Y | +15.6% | +49.1% | -33.4% | +0.6% |
| 10Y | +226.5% | +63.6% | +162.8% | +165.1% |
| All | +9,768.6% | +2,170.9% | +7,597.8% | +4,248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling