+214.9%
ROL vs RRC
+63.1%
+151.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +7.5% | -10.3% | +17.8% | +8.2% |
| 30D | +21.1% | +19.5% | +1.7% | +19.7% |
| 3M | +3.1% | +27.9% | -24.8% | +1.4% |
| 6M | -27.4% | +21.2% | -48.6% | -28.5% |
| YTD | -34.7% | +39.6% | -74.3% | -36.3% |
| 1Y | -32.9% | +31.3% | -64.2% | -34.3% |
| 3Y | +6.1% | +51.9% | -45.8% | +2.4% |
| 5Y | +16.3% | +110.2% | -93.8% | +8.0% |
| 10Y | +214.9% | +56.7% | +158.2% | +166.8% |
| All | +214.9% | +63.1% | +151.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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