+207.9%
ROL vs RRC
+7.9%
+200.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -3.4% | -1.2% | -2.2% | -3.4% |
| 30D | -6.9% | +9.4% | -16.4% | -7.5% |
| 3M | -24.6% | +7.4% | -32.0% | -25.0% |
| 6M | -39.5% | +1.5% | -41.0% | -39.7% |
| YTD | -41.1% | +19.4% | -60.5% | -41.9% |
| 1Y | -37.9% | +24.2% | -62.2% | -38.9% |
| 3Y | +0.8% | +32.8% | -32.0% | -1.9% |
| 5Y | -4.7% | +152.9% | -157.6% | -12.4% |
| 10Y | +207.9% | +3.9% | +204.0% | +164.8% |
| All | +207.9% | +7.9% | +200.0% | +164.8% |
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