+9,562.4%
ROL vs PTC
+8,817.5%
+744.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +9.5% | -0.2% | +9.7% | +9.5% |
| 30D | +22.9% | +0.8% | +22.2% | +22.8% |
| 3M | +3.5% | +32.1% | -28.6% | -1.8% |
| 6M | -29.4% | +42.6% | -72.0% | -34.1% |
| YTD | -36.1% | +12.0% | -48.0% | -38.2% |
| 1Y | -34.4% | +12.2% | -46.5% | -36.6% |
| 3Y | +4.0% | +31.2% | -27.2% | -3.0% |
| 5Y | +13.2% | +54.9% | -41.7% | +2.0% |
| 10Y | +219.7% | +343.1% | -123.5% | +139.7% |
| All | +9,562.4% | +8,817.5% | +744.9% | +4,090.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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