-5.1%
ROL vs RRX
+17.0%
-22.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -7.2% | -8.0% | +0.7% | -6.6% |
| 3M | -27.0% | -25.1% | -1.9% | -25.6% |
| 6M | -39.5% | -18.3% | -21.2% | -39.2% |
| YTD | -41.8% | +14.2% | -56.0% | -43.5% |
| 1Y | -38.9% | +13.0% | -51.9% | -40.7% |
| 3Y | -0.4% | +4.2% | -4.6% | -4.4% |
| All | -5.1% | +17.0% | -22.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling