+1,767.8%
ROL vs WU
-20.5%
+1,788.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +7.5% | +9.1% | -1.5% | +4.8% |
| 30D | +21.1% | +12.1% | +9.0% | +17.2% |
| 3M | +3.1% | +0.3% | +2.8% | +2.9% |
| 6M | -27.4% | -19.1% | -8.3% | -23.8% |
| YTD | -34.7% | -19.2% | -15.5% | -31.8% |
| 1Y | -32.9% | -15.3% | -17.7% | -31.0% |
| 3Y | +6.1% | -21.3% | +27.5% | +9.1% |
| 5Y | +16.3% | -41.7% | +58.0% | +27.7% |
| 10Y | +214.9% | -36.0% | +250.8% | +218.7% |
| All | +1,767.8% | -20.5% | +1,788.3% | +1,507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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