+208.2%
ROL vs PSKY
-76.1%
+284.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.7% |
| 7D | -3.3% | -6.8% | +3.6% | -2.7% |
| 30D | -7.2% | +10.2% | -17.5% | -8.0% |
| 3M | -27.0% | +0.3% | -27.3% | -27.1% |
| 6M | -39.5% | -7.8% | -31.7% | -39.3% |
| YTD | -41.8% | -23.0% | -18.8% | -40.9% |
| 1Y | -38.9% | -31.6% | -7.2% | -37.7% |
| 3Y | -0.4% | -21.3% | +20.9% | -2.1% |
| 5Y | -4.2% | -71.5% | +67.3% | +1.8% |
| 10Y | +208.2% | -75.6% | +283.8% | +195.0% |
| All | +208.2% | -76.1% | +284.3% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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