+9,602.3%
ROL vs THC
+559.0%
+9,043.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +18.5% | +7.5% | +11.1% | +17.6% |
| 3M | +4.3% | +7.5% | -3.2% | +3.5% |
| 6M | -27.7% | +46.4% | -74.2% | -31.0% |
| YTD | -35.8% | +44.4% | -80.1% | -38.8% |
| 1Y | -34.1% | +43.4% | -77.5% | -37.2% |
| 3Y | +2.9% | +433.3% | -430.4% | -16.2% |
| 5Y | +12.7% | +262.5% | -249.8% | -6.5% |
| 10Y | +212.6% | +1,871.5% | -1,658.9% | +91.9% |
| All | +9,602.3% | +559.0% | +9,043.3% | +5,264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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