+208.2%
ROL vs UL
+65.2%
+143.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -3.3% | -3.2% | -0.1% | -2.3% |
| 30D | -7.2% | -0.6% | -6.6% | -7.1% |
| 3M | -27.0% | +9.4% | -36.4% | -29.1% |
| 6M | -39.5% | -4.1% | -35.4% | -38.9% |
| YTD | -41.8% | -2.0% | -39.8% | -41.7% |
| 1Y | -38.9% | -9.0% | -29.9% | -37.4% |
| 3Y | -0.4% | +21.8% | -22.2% | -7.5% |
| 5Y | -4.2% | +20.6% | -24.8% | -11.8% |
| 10Y | +208.2% | +67.7% | +140.5% | +179.9% |
| All | +208.2% | +65.2% | +143.0% | +179.9% |
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