+270.1%
ROL vs TRU
+243.6%
+26.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +19.8% | +21.3% | -1.5% | +14.0% |
| 3M | +7.9% | +0.2% | +7.7% | +7.5% |
| 6M | -25.6% | +22.4% | -48.0% | -29.9% |
| YTD | -34.1% | -4.8% | -29.3% | -34.4% |
| 1Y | -31.4% | -0.2% | -31.2% | -32.6% |
| 3Y | +4.7% | +57.9% | -53.3% | -13.6% |
| 5Y | +15.6% | -26.1% | +41.7% | +17.3% |
| 10Y | +220.6% | +184.8% | +35.8% | +118.1% |
| All | +270.1% | +243.6% | +26.5% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling