+5,719.7%
ROL vs TPR
+7,380.8%
-1,661.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | -4.1% | -23.0% | +18.9% | +1.2% |
| 3M | -22.5% | -12.5% | -10.0% | -20.7% |
| 6M | -37.7% | -21.4% | -16.2% | -35.0% |
| YTD | -39.6% | -3.5% | -36.1% | -40.0% |
| 1Y | -36.0% | +17.4% | -53.4% | -39.5% |
| 3Y | -5.1% | +291.3% | -296.4% | -34.7% |
| 5Y | -3.4% | +241.9% | -245.3% | -34.2% |
| 10Y | +215.2% | +322.7% | -107.4% | +76.9% |
| All | +5,719.7% | +7,380.8% | -1,661.0% | +1,440.8% |
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