+214.7%
ROL vs PR
+65.1%
+149.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +3.4% | -9.5% | +12.9% | +3.5% |
| 30D | +20.8% | -5.7% | +26.4% | +20.8% |
| 3M | +3.7% | +3.0% | +0.8% | +3.7% |
| 6M | -27.7% | +11.8% | -39.5% | -27.8% |
| YTD | -34.9% | +58.5% | -93.4% | -35.3% |
| 1Y | -33.3% | +69.9% | -103.2% | -33.7% |
| 3Y | +4.3% | +84.9% | -80.6% | +3.4% |
| 5Y | +15.0% | +246.4% | -231.5% | +13.2% |
| 10Y | +214.7% | +70.3% | +144.4% | +272.3% |
| All | +214.7% | +65.1% | +149.6% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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