+2,926.4%
V vs ROL
+1,212.8%
+1,713.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.1% |
| 30D | +2.0% | -4.1% | +6.0% | +3.6% |
| 3M | +17.4% | -22.5% | +39.9% | +29.7% |
| 6M | +17.5% | -37.7% | +55.2% | +41.8% |
| YTD | +7.6% | -39.6% | +47.2% | +31.0% |
| 1Y | +7.7% | -36.0% | +43.7% | +27.6% |
| 3Y | +54.7% | -5.1% | +59.8% | +52.5% |
| 5Y | +73.0% | -3.4% | +76.4% | +65.7% |
| 10Y | +390.9% | +215.2% | +175.6% | +166.0% |
| All | +2,926.4% | +1,212.8% | +1,713.6% | +704.8% |
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