+697.5%
ROL vs TRGP
+2,231.3%
-1,533.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -4.1% | +11.5% | -15.6% | -5.3% |
| 3M | -22.5% | +9.0% | -31.5% | -23.4% |
| 6M | -37.7% | +20.5% | -58.2% | -39.1% |
| YTD | -39.6% | +59.5% | -99.1% | -42.8% |
| 1Y | -36.0% | +77.9% | -113.9% | -40.2% |
| 3Y | -5.1% | +253.6% | -258.7% | -18.6% |
| 5Y | -3.4% | +615.5% | -618.8% | -24.0% |
| 10Y | +215.2% | +897.1% | -681.9% | +120.6% |
| All | +697.5% | +2,231.3% | -1,533.8% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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