+9,076.1%
ROL vs TRMB
+3,381.2%
+5,695.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.4% | -2.5% | +1.1% | -1.1% |
| 30D | -4.1% | +1.5% | -5.6% | -4.3% |
| 3M | -22.5% | +6.8% | -29.3% | -23.3% |
| 6M | -37.7% | -14.9% | -22.7% | -36.5% |
| YTD | -39.6% | -24.1% | -15.5% | -37.6% |
| 1Y | -36.0% | -25.4% | -10.6% | -33.8% |
| 3Y | -5.1% | +8.0% | -13.2% | -7.9% |
| 5Y | -3.4% | -37.3% | +33.9% | 0.0% |
| 10Y | +215.2% | +116.8% | +98.4% | +171.4% |
| All | +9,076.1% | +3,381.2% | +5,695.0% | +5,562.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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