+4,224.5%
ROL vs RSG
+2,015.2%
+2,209.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.1% | +7.6% | -11.7% | -6.4% |
| 3M | -22.5% | +7.4% | -29.9% | -24.4% |
| 6M | -37.7% | -3.3% | -34.4% | -37.0% |
| YTD | -39.6% | +6.0% | -45.6% | -40.8% |
| 1Y | -36.0% | -3.7% | -32.4% | -35.3% |
| 3Y | -5.1% | +59.1% | -64.2% | -18.4% |
| 5Y | -3.4% | +89.0% | -92.4% | -21.2% |
| 10Y | +215.2% | +412.5% | -197.3% | +92.4% |
| All | +4,224.5% | +2,015.2% | +2,209.2% | +1,831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling