+9.6%
ROL vs S
-57.8%
+67.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.4% |
| 7D | -3.4% | -5.8% | +2.4% | -3.0% |
| 30D | -6.9% | -9.2% | +2.3% | -6.5% |
| 3M | -24.6% | +23.4% | -48.0% | -25.9% |
| 6M | -39.5% | +36.9% | -76.5% | -41.1% |
| YTD | -41.1% | +29.5% | -70.6% | -42.5% |
| 1Y | -37.9% | +5.4% | -43.4% | -38.7% |
| 3Y | +0.8% | +14.7% | -13.9% | -2.7% |
| 5Y | -4.7% | -71.5% | +66.9% | -2.0% |
| All | +9.6% | -57.8% | +67.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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