+9,768.6%
ROL vs RF
+1,429.2%
+8,339.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +11.7% | -1.6% | +13.4% | +12.1% |
| 30D | +27.7% | +5.0% | +22.7% | +26.6% |
| 3M | +3.7% | -10.0% | +13.7% | +5.7% |
| 6M | -27.8% | +3.3% | -31.1% | -28.3% |
| YTD | -34.7% | +7.9% | -42.6% | -35.8% |
| 1Y | -34.1% | +21.2% | -55.3% | -36.6% |
| 3Y | +5.9% | +105.8% | -99.9% | -9.3% |
| 5Y | +15.6% | +43.7% | -28.1% | +3.9% |
| 10Y | +226.5% | +289.4% | -62.9% | +126.2% |
| All | +9,768.6% | +1,429.2% | +8,339.4% | +4,369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling