+4,613.0%
ROL vs RSG
+2,310.6%
+2,302.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +3.0% | +2.5% | +0.5% | +2.1% |
| 30D | +19.8% | +12.7% | +7.1% | +15.1% |
| 3M | +7.9% | +17.9% | -10.0% | +2.1% |
| 6M | -25.6% | +25.0% | -50.6% | -31.0% |
| YTD | -34.1% | +20.8% | -55.0% | -38.2% |
| 1Y | -31.4% | +24.3% | -55.7% | -36.2% |
| 3Y | +4.7% | +65.3% | -60.6% | -11.1% |
| 5Y | +15.6% | +99.1% | -83.5% | -7.6% |
| 10Y | +220.6% | +452.4% | -231.8% | +90.2% |
| All | +4,613.0% | +2,310.6% | +2,302.3% | +1,915.8% |
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