+214.9%
ROL vs TECH
+204.1%
+10.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +7.5% | +0.2% | +7.3% | +7.5% |
| 30D | +21.1% | +0.5% | +20.6% | +21.0% |
| 3M | +3.1% | +0.9% | +2.3% | +3.0% |
| 6M | -27.4% | +51.0% | -78.5% | -34.3% |
| YTD | -34.7% | +24.4% | -59.1% | -39.0% |
| 1Y | -32.9% | +27.6% | -60.5% | -37.8% |
| 3Y | +6.1% | +29.9% | -23.8% | -7.3% |
| 5Y | +16.3% | -40.6% | +57.0% | +27.2% |
| 10Y | +214.9% | +196.7% | +18.1% | +86.4% |
| All | +214.9% | +204.1% | +10.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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