+206.6%
ROL vs PSLV
+190.6%
+16.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | -4.9% | -2.1% | -2.8% | -4.8% |
| 3M | -25.8% | -1.6% | -24.2% | -25.9% |
| 6M | -37.6% | -25.5% | -12.1% | -36.1% |
| YTD | -41.5% | -11.4% | -30.1% | -42.2% |
| 1Y | -39.5% | +48.6% | -88.1% | -44.5% |
| 3Y | +0.1% | +166.9% | -166.7% | -16.8% |
| 5Y | -4.6% | +152.4% | -157.0% | -21.0% |
| All | +206.6% | +190.6% | +16.0% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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