+1,744.2%
TER vs ROL
+203.4%
+1,540.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.1% |
| 7D | +11.0% | -3.4% | +14.4% | +12.3% |
| 30D | -1.9% | -6.9% | +5.1% | +0.5% |
| 3M | -0.7% | -24.6% | +23.9% | +8.9% |
| 6M | +36.4% | -39.5% | +75.9% | +64.1% |
| YTD | +92.4% | -41.1% | +133.6% | +132.8% |
| 1Y | +213.5% | -37.9% | +251.5% | +267.1% |
| 3Y | +277.2% | +0.8% | +276.4% | +245.3% |
| 5Y | +219.1% | -4.7% | +223.8% | +191.4% |
| 10Y | +1,744.2% | +207.9% | +1,536.4% | +743.8% |
| All | +1,744.2% | +203.4% | +1,540.9% | +743.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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