+444.2%
V vs ROL
+222.1%
+222.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.9% |
| 7D | -0.8% | +7.5% | -8.3% | -3.5% |
| 30D | +9.5% | +21.1% | -11.6% | +1.8% |
| 3M | +16.7% | +3.1% | +13.5% | +14.9% |
| 6M | +32.9% | -27.4% | +60.4% | +49.0% |
| YTD | +21.1% | -34.7% | +55.8% | +40.8% |
| 1Y | +26.6% | -32.9% | +59.6% | +45.6% |
| 3Y | +78.4% | +6.1% | +72.2% | +68.1% |
| 5Y | +105.5% | +16.3% | +89.1% | +81.4% |
| 10Y | +444.2% | +214.9% | +229.4% | +205.5% |
| All | +444.2% | +222.1% | +222.2% | +205.5% |
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