+73.7%
ROL vs TENB
+22.6%
+51.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +3.0% | -3.3% | +6.2% | +3.4% |
| 30D | +19.8% | +6.9% | +12.8% | +18.3% |
| 3M | +7.9% | +1.8% | +6.1% | +6.5% |
| 6M | -25.6% | +98.1% | -123.7% | -34.8% |
| YTD | -34.1% | +73.2% | -107.4% | -41.4% |
| 1Y | -31.4% | +50.7% | -82.1% | -37.5% |
| 3Y | +4.7% | +9.3% | -4.7% | -1.2% |
| 5Y | +15.6% | -25.1% | +40.7% | +11.8% |
| All | +73.7% | +22.6% | +51.0% | +40.6% |
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