+1,559.5%
ROL vs TNA
+781.2%
+778.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +3.0% | +3.7% | -0.7% | +2.1% |
| 30D | +19.8% | +4.4% | +15.4% | +18.2% |
| 3M | +7.9% | -26.7% | +34.6% | +13.9% |
| 6M | -25.6% | -12.8% | -12.8% | -24.9% |
| YTD | -34.1% | +22.7% | -56.8% | -38.8% |
| 1Y | -31.4% | +35.7% | -67.1% | -37.8% |
| 3Y | +4.7% | +134.6% | -129.9% | -24.0% |
| 5Y | +15.6% | -46.0% | +61.6% | +5.4% |
| 10Y | +220.6% | +38.0% | +182.6% | +75.3% |
| All | +1,559.5% | +781.2% | +778.4% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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