+9,030.3%
ROL vs RRC
+1,202.2%
+7,828.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | -4.1% | +10.1% | -14.2% | -4.8% |
| 3M | -22.5% | +4.0% | -26.5% | -22.8% |
| 6M | -37.7% | +1.6% | -39.2% | -37.8% |
| YTD | -39.6% | +19.7% | -59.3% | -40.5% |
| 1Y | -36.0% | +21.4% | -57.4% | -37.2% |
| 3Y | -5.1% | +29.7% | -34.8% | -8.1% |
| 5Y | -3.4% | +153.9% | -157.2% | -13.0% |
| 10Y | +215.2% | +10.8% | +204.4% | +178.5% |
| All | +9,030.3% | +1,202.2% | +7,828.1% | +6,901.6% |
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