+9,030.3%
ROL vs WY
+688.1%
+8,342.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.4% | -1.7% | +0.3% | -0.9% |
| 30D | -4.1% | -10.1% | +6.0% | -1.2% |
| 3M | -22.5% | -5.1% | -17.4% | -21.6% |
| 6M | -37.7% | -4.8% | -32.9% | -37.1% |
| YTD | -39.6% | -0.2% | -39.3% | -40.0% |
| 1Y | -36.0% | -6.6% | -29.4% | -35.4% |
| 3Y | -5.1% | -22.7% | +17.6% | -0.4% |
| 5Y | -3.4% | -22.2% | +18.8% | -0.2% |
| 10Y | +215.2% | +7.3% | +208.0% | +176.2% |
| All | +9,030.3% | +688.1% | +8,342.2% | +4,693.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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