+9,782.2%
ROL vs TRMB
+3,104.9%
+6,677.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.4% | -16.6% | +20.0% | +5.6% |
| 30D | +20.8% | -8.9% | +29.6% | +21.9% |
| 3M | +3.7% | -6.3% | +10.0% | +4.3% |
| 6M | -27.7% | -10.0% | -17.7% | -27.0% |
| YTD | -34.9% | -30.1% | -4.8% | -32.2% |
| 1Y | -33.3% | -31.3% | -2.0% | -30.4% |
| 3Y | +4.3% | +30.8% | -26.5% | -1.5% |
| 5Y | +15.0% | -35.9% | +50.9% | +18.3% |
| 10Y | +214.7% | +101.7% | +113.0% | +173.0% |
| All | +9,782.2% | +3,104.9% | +6,677.4% | +6,048.3% |
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