+9,562.4%
ROL vs RRC
+1,414.2%
+8,148.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | +9.5% | -10.8% | +20.3% | +10.4% |
| 30D | +22.9% | +22.3% | +0.6% | +20.9% |
| 3M | +3.5% | +26.6% | -23.1% | +1.5% |
| 6M | -29.4% | +18.9% | -48.3% | -30.5% |
| YTD | -36.1% | +39.2% | -75.2% | -37.9% |
| 1Y | -34.4% | +34.0% | -68.3% | -36.1% |
| 3Y | +4.0% | +42.0% | -38.0% | -0.1% |
| 5Y | +13.2% | +111.9% | -98.6% | +3.3% |
| 10Y | +219.7% | +62.8% | +156.9% | +173.7% |
| All | +9,562.4% | +1,414.2% | +8,148.3% | +7,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling