+217.2%
ROL vs Z
-14.8%
+232.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.8% | -13.1% | +13.8% | +2.3% |
| 30D | +20.6% | +5.9% | +14.7% | +19.6% |
| 3M | +4.5% | -13.7% | +18.2% | +5.9% |
| 6M | -26.5% | -27.1% | +0.6% | -24.3% |
| YTD | -34.8% | -56.8% | +22.0% | -29.2% |
| 1Y | -33.2% | -60.2% | +27.0% | -26.8% |
| 3Y | +4.5% | -19.7% | +24.2% | +2.9% |
| 5Y | +15.5% | -53.7% | +69.2% | +17.6% |
| 10Y | +217.2% | -16.9% | +234.1% | +191.6% |
| All | +217.2% | -14.8% | +232.0% | +191.6% |
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