+9,030.3%
ROL vs UL
+2,661.1%
+6,369.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -4.1% | +0.5% | -4.6% | -4.2% |
| 3M | -22.5% | +17.6% | -40.1% | -26.4% |
| 6M | -37.7% | -5.4% | -32.3% | -36.8% |
| YTD | -39.6% | +0.7% | -40.3% | -40.0% |
| 1Y | -36.0% | -9.3% | -26.8% | -34.5% |
| 3Y | -5.1% | +24.5% | -29.7% | -12.5% |
| 5Y | -3.4% | +23.2% | -26.6% | -11.7% |
| 10Y | +215.2% | +64.5% | +150.8% | +157.7% |
| All | +9,030.3% | +2,661.1% | +6,369.2% | +3,822.2% |
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