+268.6%
ROL vs PR
+147.8%
+120.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.8% | +1.0% |
| 7D | +11.7% | -16.5% | +28.3% | +11.9% |
| 30D | +27.7% | -4.5% | +32.2% | +27.7% |
| 3M | +3.7% | +8.5% | -4.9% | +3.5% |
| 6M | -27.8% | -3.3% | -24.4% | -27.8% |
| YTD | -34.7% | +55.7% | -90.4% | -35.0% |
| 1Y | -34.1% | +82.0% | -116.1% | -34.5% |
| 3Y | +5.9% | +62.5% | -56.6% | +5.1% |
| 5Y | +15.6% | +223.9% | -208.3% | +13.9% |
| 10Y | +226.5% | +64.2% | +162.3% | +276.0% |
| All | +268.6% | +147.8% | +120.8% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling