+205.1%
ROL vs TRI
+191.2%
+13.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -3.2% | -14.4% | +11.1% | +1.7% |
| 30D | -6.6% | -8.1% | +1.5% | -4.4% |
| 3M | -27.3% | +17.5% | -44.8% | -32.4% |
| 6M | -38.1% | -5.0% | -33.1% | -38.5% |
| YTD | -41.8% | -24.7% | -17.1% | -36.8% |
| 1Y | -37.8% | -41.5% | +3.7% | -24.4% |
| 3Y | -0.3% | -20.3% | +20.0% | +1.8% |
| 5Y | -5.1% | -10.9% | +5.9% | -9.8% |
| All | +205.1% | +191.2% | +13.9% | +81.4% |
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