+214.2%
ROL vs RF
+343.3%
-129.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | -4.1% | -3.6% | -0.5% | -3.5% |
| 3M | -22.5% | +8.1% | -30.6% | -23.5% |
| 6M | -37.7% | +11.5% | -49.1% | -38.8% |
| YTD | -39.6% | +15.6% | -55.1% | -41.1% |
| 1Y | -36.0% | +15.7% | -51.7% | -37.7% |
| 3Y | -5.1% | +86.9% | -92.0% | -15.9% |
| 5Y | -3.4% | +89.8% | -93.2% | -15.9% |
| All | +214.2% | +343.3% | -129.2% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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