+206.6%
ROL vs TRU
+147.2%
+59.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -3.2% | -2.7% | -0.4% | -2.5% |
| 30D | -4.9% | -2.0% | -2.9% | -4.6% |
| 3M | -25.8% | +18.4% | -44.3% | -29.1% |
| 6M | -37.6% | +8.9% | -46.4% | -39.4% |
| YTD | -41.5% | -8.9% | -32.5% | -41.0% |
| 1Y | -39.5% | -15.9% | -23.6% | -38.0% |
| 3Y | +0.1% | -1.1% | +1.2% | -6.0% |
| 5Y | -4.6% | -35.2% | +30.6% | +1.6% |
| All | +206.6% | +147.2% | +59.4% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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