+220.7%
ROL vs TRI
+225.2%
-4.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.9% |
| 30D | +19.8% | +3.7% | +16.1% | +17.8% |
| 3M | +7.9% | +3.7% | +4.2% | +5.6% |
| 6M | -25.6% | +35.1% | -60.8% | -34.8% |
| YTD | -34.1% | -14.0% | -20.1% | -32.0% |
| 1Y | -31.4% | -19.0% | -12.4% | -27.3% |
| 3Y | +4.7% | -12.0% | +16.7% | +3.5% |
| 5Y | +15.6% | +0.6% | +15.0% | +5.1% |
| All | +220.7% | +225.2% | -4.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling