+9,745.6%
ROL vs UL
+2,729.0%
+7,016.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.3% |
| 30D | +20.6% | +4.5% | +16.1% | +19.0% |
| 3M | +4.5% | +5.5% | -1.0% | +2.8% |
| 6M | -26.5% | +17.0% | -43.5% | -30.1% |
| YTD | -34.8% | +3.2% | -38.0% | -35.8% |
| 1Y | -33.2% | -1.9% | -31.3% | -33.2% |
| 3Y | +4.5% | +33.6% | -29.1% | -5.6% |
| 5Y | +15.5% | +31.5% | -16.0% | +3.5% |
| 10Y | +217.2% | +103.9% | +113.3% | +143.0% |
| All | +9,745.6% | +2,729.0% | +7,016.6% | +4,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling