+72.8%
ROL vs REPL
+39.1%
+33.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +2.0% |
| 7D | +7.5% | +14.2% | -6.7% | +7.3% |
| 30D | +21.1% | +65.9% | -44.7% | +20.0% |
| 3M | +3.1% | +84.6% | -81.4% | +1.9% |
| 6M | -27.4% | +446.9% | -474.4% | -31.0% |
| YTD | -34.7% | +129.0% | -163.7% | -37.5% |
| 1Y | -32.9% | +167.9% | -200.8% | -36.1% |
| 3Y | +6.1% | +93.9% | -87.8% | -6.7% |
| 5Y | +16.3% | -33.0% | +49.3% | +8.0% |
| All | +72.8% | +39.1% | +33.7% | +37.5% |
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