+216.0%
ROL vs RBA
+224.6%
-8.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +9.5% | +4.3% | +5.2% | +8.3% |
| 30D | +22.9% | +16.3% | +6.6% | +18.2% |
| 3M | +3.5% | +1.3% | +2.2% | +3.0% |
| 6M | -29.4% | -11.1% | -18.3% | -27.8% |
| YTD | -36.1% | -8.5% | -27.6% | -35.2% |
| 1Y | -34.4% | -2.1% | -32.2% | -34.7% |
| 3Y | +4.0% | +44.6% | -40.6% | -7.5% |
| 5Y | +13.2% | +36.8% | -23.6% | +0.1% |
| All | +216.0% | +224.6% | -8.6% | +117.3% |
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