+243.2%
ROL vs Z
+6.9%
+236.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.8% |
| 7D | +9.5% | -4.6% | +14.0% | +9.9% |
| 30D | +22.9% | +8.3% | +14.6% | +21.6% |
| 3M | +3.5% | -11.6% | +15.1% | +4.6% |
| 6M | -29.4% | -33.6% | +4.3% | -26.5% |
| YTD | -36.1% | -56.7% | +20.6% | -30.5% |
| 1Y | -34.4% | -59.1% | +24.8% | -28.3% |
| 3Y | +4.0% | -20.4% | +24.4% | +2.6% |
| 5Y | +13.2% | -55.3% | +68.5% | +15.8% |
| 10Y | +219.7% | -14.2% | +233.9% | +187.4% |
| All | +243.2% | +6.9% | +236.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling