+217.2%
ROL vs TAP
-47.8%
+265.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +0.8% | -8.0% | +8.8% | +2.5% |
| 30D | +20.6% | +4.1% | +16.5% | +19.5% |
| 3M | +4.5% | -4.4% | +8.8% | +5.3% |
| 6M | -26.5% | -1.9% | -24.6% | -26.3% |
| YTD | -34.8% | -12.1% | -22.8% | -33.5% |
| 1Y | -33.2% | -12.0% | -21.1% | -31.9% |
| 3Y | +4.5% | -25.0% | +29.5% | +9.0% |
| 5Y | +15.5% | -1.1% | +16.6% | +12.7% |
| 10Y | +217.2% | -47.6% | +264.9% | +223.8% |
| All | +217.2% | -47.8% | +265.1% | +223.8% |
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