+214.9%
ROL vs TAP
-49.5%
+264.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +7.5% | -7.8% | +15.3% | +9.3% |
| 30D | +21.1% | +7.1% | +14.0% | +19.3% |
| 3M | +3.1% | -7.0% | +10.2% | +4.6% |
| 6M | -27.4% | -3.8% | -23.6% | -27.0% |
| YTD | -34.7% | -11.7% | -23.0% | -33.5% |
| 1Y | -32.9% | -10.1% | -22.8% | -32.0% |
| 3Y | +6.1% | -23.7% | +29.8% | +10.3% |
| 5Y | +16.3% | +2.9% | +13.4% | +12.5% |
| 10Y | +214.9% | -49.5% | +264.4% | +223.2% |
| All | +214.9% | -49.5% | +264.4% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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