+6,190.4%
ROL vs TPR
+8,117.6%
-1,927.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | -0.6% |
| 7D | +11.7% | +13.9% | -2.1% | +8.5% |
| 30D | +27.7% | +14.9% | +12.8% | +23.7% |
| 3M | +3.7% | -15.4% | +19.1% | +7.0% |
| 6M | -27.8% | -4.5% | -23.3% | -27.8% |
| YTD | -34.7% | +6.0% | -40.7% | -36.5% |
| 1Y | -34.1% | +24.3% | -58.4% | -38.4% |
| 3Y | +5.9% | +412.8% | -406.9% | -31.5% |
| 5Y | +15.6% | +258.4% | -242.8% | -21.9% |
| 10Y | +226.5% | +396.8% | -170.3% | +75.9% |
| All | +6,190.4% | +8,117.6% | -1,927.2% | +1,529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling