+71.4%
ROL vs REPL
+45.5%
+25.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.9% |
| 7D | +2.9% | +12.7% | -9.9% | +2.6% |
| 30D | +20.1% | +73.5% | -53.3% | +18.9% |
| 3M | +3.2% | +70.3% | -67.1% | +2.1% |
| 6M | -28.0% | +472.0% | -500.0% | -31.6% |
| YTD | -35.3% | +139.5% | -174.8% | -38.1% |
| 1Y | -33.6% | +167.3% | -200.9% | -36.8% |
| 3Y | +3.8% | +109.5% | -105.8% | -9.1% |
| 5Y | +14.4% | -29.9% | +44.3% | +6.1% |
| All | +71.4% | +45.5% | +25.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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