+206.6%
ROL vs TKO
+989.7%
-783.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -3.2% | +2.3% | -5.5% | -3.5% |
| 30D | -4.9% | -2.5% | -2.4% | -4.7% |
| 3M | -25.8% | -10.6% | -15.2% | -24.8% |
| 6M | -37.6% | -5.1% | -32.5% | -37.3% |
| YTD | -41.5% | -8.2% | -33.3% | -41.0% |
| 1Y | -39.5% | -4.4% | -35.0% | -39.4% |
| 3Y | +0.1% | +100.4% | -100.2% | -11.3% |
| 5Y | -4.6% | +294.3% | -298.9% | -24.7% |
| All | +206.6% | +989.7% | -783.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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