+9,030.3%
ROL vs TAP
+825.0%
+8,205.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | -1.1% |
| 30D | -4.1% | -2.1% | -1.9% | -3.8% |
| 3M | -22.5% | +6.6% | -29.1% | -23.4% |
| 6M | -37.7% | -11.5% | -26.2% | -36.5% |
| YTD | -39.6% | -10.3% | -29.3% | -38.7% |
| 1Y | -36.0% | -14.4% | -21.6% | -34.7% |
| 3Y | -5.1% | -28.3% | +23.1% | -1.0% |
| 5Y | -3.4% | +1.7% | -5.1% | -5.7% |
| 10Y | +215.2% | -49.2% | +264.5% | +232.7% |
| All | +9,030.3% | +825.0% | +8,205.3% | +6,837.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling