+214.9%
ROL vs RL
+397.7%
-182.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.8% | +1.3% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +21.1% | +7.3% | +13.8% | +20.0% |
| 3M | +3.1% | +1.0% | +2.1% | +2.9% |
| 6M | -27.4% | +11.8% | -39.2% | -28.7% |
| YTD | -34.7% | +13.6% | -48.3% | -36.2% |
| 1Y | -32.9% | +24.0% | -57.0% | -35.2% |
| 3Y | +6.1% | +256.6% | -250.4% | -12.7% |
| 5Y | +16.3% | +240.2% | -223.9% | -5.5% |
| 10Y | +214.9% | +373.0% | -158.1% | +144.3% |
| All | +214.9% | +397.7% | -182.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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