+59.3%
ROL vs TENB
+3.0%
+56.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.4% | -9.1% | +7.6% | -0.1% |
| 30D | -4.1% | -4.9% | +0.8% | -3.7% |
| 3M | -22.5% | +16.9% | -39.4% | -25.2% |
| 6M | -37.7% | +68.0% | -105.6% | -43.8% |
| YTD | -39.6% | +45.6% | -85.1% | -44.4% |
| 1Y | -36.0% | +12.7% | -48.8% | -38.6% |
| 3Y | -5.1% | -24.4% | +19.3% | -4.4% |
| 5Y | -3.4% | -26.7% | +23.3% | -6.4% |
| All | +59.3% | +3.0% | +56.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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