+205.1%
ROL vs RUN
+43.4%
+161.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -3.2% | -3.4% | +0.1% | -3.0% |
| 30D | -6.6% | -14.0% | +7.3% | -5.8% |
| 3M | -27.3% | -27.5% | +0.2% | -26.1% |
| 6M | -38.1% | -29.0% | -9.1% | -37.2% |
| YTD | -41.8% | -53.1% | +11.3% | -39.9% |
| 1Y | -37.8% | -46.7% | +8.9% | -36.8% |
| 3Y | -0.3% | -38.3% | +38.0% | -9.0% |
| 5Y | -5.1% | -80.7% | +75.6% | -8.2% |
| All | +205.1% | +43.4% | +161.7% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RUN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling