+4,190.7%
ROL vs PTEN
+1,889.0%
+2,301.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -4.1% | +31.2% | -35.3% | -6.7% |
| 3M | -22.5% | +2.0% | -24.5% | -23.0% |
| 6M | -37.7% | +42.4% | -80.1% | -40.3% |
| YTD | -39.6% | +109.2% | -148.8% | -44.3% |
| 1Y | -36.0% | +122.3% | -158.3% | -41.6% |
| 3Y | -5.1% | -5.6% | +0.4% | -8.2% |
| 5Y | -3.4% | +86.5% | -89.9% | -15.7% |
| 10Y | +215.2% | -22.1% | +237.4% | +166.8% |
| All | +4,190.7% | +1,889.0% | +2,301.7% | +2,664.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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