+15.5%
ROL vs TRU
-25.4%
+40.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +20.6% | +24.3% | -3.7% | +15.6% |
| 3M | +4.5% | +2.3% | +2.2% | +3.7% |
| 6M | -26.5% | +17.7% | -44.2% | -29.2% |
| YTD | -34.8% | -3.8% | -31.1% | -35.2% |
| 1Y | -33.2% | -0.3% | -32.9% | -34.0% |
| 3Y | +4.5% | +58.4% | -54.0% | -9.5% |
| 5Y | +15.5% | -24.0% | +39.5% | +26.4% |
| All | +15.5% | -25.4% | +40.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling