+752.6%
ROL vs PSLV
+115.4%
+637.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -3.4% | +2.7% | -6.1% | -3.6% |
| 30D | -6.9% | +3.5% | -10.4% | -7.2% |
| 3M | -24.6% | +0.3% | -24.9% | -24.8% |
| 6M | -39.5% | -21.0% | -18.5% | -38.7% |
| YTD | -41.1% | -8.9% | -32.2% | -41.6% |
| 1Y | -37.9% | +54.0% | -91.9% | -41.3% |
| 3Y | +0.8% | +175.4% | -174.7% | -10.1% |
| 5Y | -4.7% | +157.7% | -162.3% | -15.0% |
| 10Y | +207.9% | +184.9% | +23.0% | +168.7% |
| All | +752.6% | +115.4% | +637.2% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling