+215.9%
ROL vs RBA
+188.3%
+27.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | -4.1% | -12.3% | +8.2% | -0.9% |
| 3M | -22.5% | -20.5% | -2.0% | -18.3% |
| 6M | -37.7% | -18.5% | -19.1% | -34.8% |
| YTD | -39.6% | -18.2% | -21.3% | -36.9% |
| 1Y | -36.0% | -27.5% | -8.5% | -31.1% |
| 3Y | -5.1% | +38.1% | -43.2% | -14.7% |
| 5Y | -3.4% | +44.8% | -48.2% | -16.5% |
| All | +215.9% | +188.3% | +27.6% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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