+1,468.5%
ROL vs UUUU
-92.0%
+1,560.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -1.4% | -1.4% | -0.1% | -1.4% |
| 30D | -4.1% | +16.3% | -20.4% | -4.8% |
| 3M | -22.5% | -16.7% | -5.8% | -22.1% |
| 6M | -37.7% | -33.7% | -4.0% | -36.9% |
| YTD | -39.6% | -0.5% | -39.1% | -40.4% |
| 1Y | -36.0% | +28.9% | -64.9% | -38.1% |
| 3Y | -5.1% | +99.9% | -105.0% | -12.0% |
| 5Y | -3.4% | +135.3% | -138.7% | -12.9% |
| 10Y | +215.2% | +518.4% | -303.1% | +155.3% |
| All | +1,468.5% | -92.0% | +1,560.5% | +1,171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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