+5,185.2%
ROL vs TDY
+6,954.6%
-1,769.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -3.3% | -1.8% | -1.4% | -2.8% |
| 30D | -7.2% | -13.8% | +6.5% | -3.5% |
| 3M | -27.0% | -3.9% | -23.1% | -26.5% |
| 6M | -39.5% | -9.0% | -30.5% | -38.3% |
| YTD | -41.8% | +16.5% | -58.3% | -44.6% |
| 1Y | -38.9% | +9.3% | -48.1% | -40.8% |
| 3Y | -0.4% | +45.1% | -45.5% | -11.5% |
| 5Y | -4.2% | +35.0% | -39.2% | -13.9% |
| 10Y | +208.2% | +469.0% | -260.8% | +82.6% |
| All | +5,185.2% | +6,954.6% | -1,769.4% | +2,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling