+220.7%
ROL vs UL
+109.3%
+111.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +19.8% | +4.5% | +15.3% | +18.1% |
| 3M | +7.9% | +6.5% | +1.4% | +5.8% |
| 6M | -25.6% | +18.2% | -43.8% | -29.6% |
| YTD | -34.1% | +4.7% | -38.8% | -35.4% |
| 1Y | -31.4% | +0.8% | -32.2% | -32.0% |
| 3Y | +4.7% | +35.9% | -31.2% | -6.1% |
| 5Y | +15.6% | +33.4% | -17.8% | +3.0% |
| All | +220.7% | +109.3% | +111.4% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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