+6,169.1%
ROL vs TKO
+1,446.8%
+4,722.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +3.0% | +2.3% | +0.7% | +2.6% |
| 30D | +19.8% | +13.4% | +6.4% | +17.2% |
| 3M | +7.9% | -1.7% | +9.6% | +8.1% |
| 6M | -25.6% | +7.2% | -32.9% | -26.8% |
| YTD | -34.1% | -5.4% | -28.8% | -33.9% |
| 1Y | -31.4% | +8.7% | -40.1% | -32.8% |
| 3Y | +4.7% | +150.4% | -145.8% | -12.6% |
| 5Y | +15.6% | +276.6% | -261.0% | -11.7% |
| 10Y | +220.6% | +1,134.6% | -914.0% | +85.0% |
| All | +6,169.1% | +1,446.8% | +4,722.2% | +2,481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling