+229.5%
ROL vs RUN
-34.8%
+264.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.1% |
| 7D | -1.7% | -13.7% | +12.0% | -0.8% |
| 30D | +18.5% | +9.4% | +9.2% | +17.7% |
| 3M | +4.3% | -13.4% | +17.8% | +4.9% |
| 6M | -27.7% | -39.6% | +11.9% | -26.0% |
| YTD | -35.8% | -53.7% | +17.9% | -33.9% |
| 1Y | -34.1% | -56.2% | +22.1% | -32.1% |
| 3Y | +2.9% | -9.7% | +12.7% | -8.1% |
| 5Y | +12.7% | -85.5% | +98.2% | +11.9% |
| 10Y | +212.6% | +66.7% | +145.9% | +151.7% |
| All | +229.5% | -34.8% | +264.3% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling