+12.7%
ROL vs RBA
+46.2%
-33.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -1.7% | -0.5% | -1.1% | -1.6% |
| 30D | +18.5% | +6.8% | +11.7% | +16.7% |
| 3M | +4.3% | +9.5% | -5.1% | +2.1% |
| 6M | -27.7% | -8.2% | -19.5% | -26.9% |
| YTD | -35.8% | -7.7% | -28.1% | -35.1% |
| 1Y | -34.1% | -6.9% | -27.2% | -33.6% |
| 3Y | +2.9% | +61.6% | -58.7% | -6.8% |
| 5Y | +12.7% | +44.7% | -32.0% | +8.0% |
| All | +12.7% | +46.2% | -33.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling