+212.7%
ROL vs Z
-19.3%
+232.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | +18.5% | +3.0% | +15.6% | +17.9% |
| 3M | +4.3% | -13.4% | +17.8% | +5.7% |
| 6M | -27.7% | -27.3% | -0.4% | -25.5% |
| YTD | -35.8% | -57.8% | +22.0% | -30.0% |
| 1Y | -34.1% | -60.0% | +25.9% | -27.8% |
| 3Y | +2.9% | -21.5% | +24.5% | +1.7% |
| 5Y | +12.7% | -55.0% | +67.7% | +15.2% |
| All | +212.7% | -19.3% | +232.0% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling