+205.1%
ROL vs RSG
+425.0%
-219.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -3.2% | -1.8% | -1.4% | -2.1% |
| 30D | -6.6% | +2.8% | -9.4% | -8.3% |
| 3M | -27.3% | +4.3% | -31.6% | -29.4% |
| 6M | -38.1% | -0.5% | -37.6% | -38.1% |
| YTD | -41.8% | +5.2% | -47.0% | -43.9% |
| 1Y | -37.8% | -2.1% | -35.7% | -37.2% |
| 3Y | -0.3% | +56.5% | -56.8% | -25.9% |
| 5Y | -5.1% | +89.5% | -94.6% | -38.2% |
| All | +205.1% | +425.0% | -219.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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