+217.2%
ROL vs RBA
+209.3%
+7.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.8% | +0.6% | +0.1% | +0.6% |
| 30D | +20.6% | +9.0% | +11.6% | +17.9% |
| 3M | +4.5% | +7.2% | -2.7% | +2.4% |
| 6M | -26.5% | -7.8% | -18.8% | -25.6% |
| YTD | -34.8% | -6.4% | -28.5% | -34.4% |
| 1Y | -33.2% | -4.2% | -29.0% | -33.1% |
| 3Y | +4.5% | +64.1% | -59.6% | -9.9% |
| 5Y | +15.5% | +48.4% | -32.9% | -0.2% |
| 10Y | +217.2% | +209.9% | +7.3% | +115.7% |
| All | +217.2% | +209.3% | +7.9% | +115.7% |
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