+206.6%
ROL vs TDY
+479.2%
-272.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -3.2% | -1.1% | -2.0% | -2.8% |
| 30D | -4.9% | -12.0% | +7.1% | -1.2% |
| 3M | -25.8% | -3.2% | -22.6% | -25.4% |
| 6M | -37.6% | -7.9% | -29.7% | -36.4% |
| YTD | -41.5% | +18.2% | -59.7% | -45.0% |
| 1Y | -39.5% | +6.7% | -46.1% | -41.4% |
| 3Y | +0.1% | +47.5% | -47.4% | -13.6% |
| 5Y | -4.6% | +39.5% | -44.1% | -17.2% |
| All | +206.6% | +479.2% | -272.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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