+15.5%
ROL vs TPR
+238.0%
-222.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +0.8% | +6.4% | -5.7% | +0.1% |
| 30D | +20.6% | +13.8% | +6.8% | +18.9% |
| 3M | +4.5% | -16.6% | +21.1% | +6.0% |
| 6M | -26.5% | +0.7% | -27.2% | -26.9% |
| YTD | -34.8% | +5.3% | -40.2% | -35.6% |
| 1Y | -33.2% | +32.4% | -65.5% | -35.4% |
| 3Y | +4.5% | +406.4% | -401.9% | -15.2% |
| 5Y | +15.5% | +227.9% | -212.4% | +0.7% |
| All | +15.5% | +238.0% | -222.5% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling