+206.6%
ROL vs RRX
+228.4%
-21.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.1% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | -4.9% | -6.1% | +1.2% | -4.0% |
| 3M | -25.8% | -23.1% | -2.8% | -23.2% |
| 6M | -37.6% | -19.5% | -18.0% | -36.5% |
| YTD | -41.5% | +16.1% | -57.5% | -44.8% |
| 1Y | -39.5% | +12.9% | -52.4% | -42.9% |
| 3Y | +0.1% | +7.9% | -7.8% | -8.6% |
| 5Y | -4.6% | +19.1% | -23.7% | -18.0% |
| All | +206.6% | +228.4% | -21.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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