+7,105.0%
TRV vs ROL
+9,850.6%
-2,745.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.8% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | +6.7% | +19.8% | -13.0% | +0.7% |
| 3M | +9.4% | +7.9% | +1.5% | +6.4% |
| 6M | +37.7% | -25.6% | +63.4% | +50.0% |
| YTD | +40.6% | -34.1% | +74.7% | +58.5% |
| 1Y | +42.4% | -31.4% | +73.8% | +58.5% |
| 3Y | +148.1% | +4.7% | +143.4% | +139.8% |
| 5Y | +181.7% | +15.6% | +166.1% | +158.8% |
| 10Y | +352.6% | +220.6% | +132.0% | +190.2% |
| All | +7,105.0% | +9,850.6% | -2,745.5% | +1,685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling