+204.9%
ROL vs RUN
+46.2%
+158.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.9% |
| 7D | -3.3% | -1.8% | -1.5% | -3.2% |
| 30D | -7.2% | -10.8% | +3.6% | -6.6% |
| 3M | -27.0% | -30.2% | +3.2% | -25.6% |
| 6M | -39.5% | -22.3% | -17.2% | -39.0% |
| YTD | -41.8% | -52.2% | +10.4% | -40.0% |
| 1Y | -38.9% | -45.1% | +6.2% | -38.0% |
| 3Y | -0.4% | -37.1% | +36.7% | -9.1% |
| 5Y | -4.2% | -80.3% | +76.1% | -7.5% |
| All | +204.9% | +46.2% | +158.7% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling