+8,798.6%
ROL vs RRX
+3,925.9%
+4,872.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -3.4% | +4.3% | -7.7% | -4.5% |
| 30D | -6.9% | -8.0% | +1.1% | -5.1% |
| 3M | -24.6% | -22.0% | -2.6% | -21.0% |
| 6M | -39.5% | -11.9% | -27.6% | -39.4% |
| YTD | -41.1% | +17.1% | -58.2% | -45.5% |
| 1Y | -37.9% | +14.9% | -52.8% | -42.8% |
| 3Y | +0.8% | +6.9% | -6.1% | -10.5% |
| 5Y | -4.7% | +19.6% | -24.2% | -20.5% |
| 10Y | +207.9% | +215.9% | -8.1% | +83.1% |
| All | +8,798.6% | +3,925.9% | +4,872.7% | +3,219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling