+9,562.4%
ROL vs TAP
+821.1%
+8,741.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.3% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +22.9% | +9.1% | +13.8% | +21.1% |
| 3M | +3.5% | -3.8% | +7.3% | +4.1% |
| 6M | -29.4% | -3.4% | -25.9% | -29.1% |
| YTD | -36.1% | -10.6% | -25.4% | -35.1% |
| 1Y | -34.4% | -4.4% | -30.0% | -34.2% |
| 3Y | +4.0% | -24.4% | +28.4% | +7.6% |
| 5Y | +13.2% | +2.1% | +11.1% | +10.6% |
| 10Y | +219.7% | -48.7% | +268.4% | +237.0% |
| All | +9,562.4% | +821.1% | +8,741.3% | +7,245.3% |
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