+9,850.6%
ROL vs WY
+612.4%
+9,238.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +2.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | +19.8% | +10.1% | +9.7% | +16.5% |
| 3M | +7.9% | -15.4% | +23.3% | +13.1% |
| 6M | -25.6% | -8.3% | -17.3% | -24.1% |
| YTD | -34.1% | -9.8% | -24.3% | -32.7% |
| 1Y | -31.4% | -3.9% | -27.5% | -31.2% |
| 3Y | +4.7% | -23.3% | +28.0% | +10.2% |
| 5Y | +15.6% | -31.2% | +46.8% | +24.0% |
| 10Y | +220.6% | +5.5% | +215.1% | +182.6% |
| All | +9,850.6% | +612.4% | +9,238.1% | +5,276.1% |
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