+3,310.4%
V vs ROL
+1,289.3%
+2,021.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | +2.2% | +9.5% | -7.3% | -1.6% |
| 30D | +13.6% | +22.9% | -9.3% | +4.2% |
| 3M | +14.3% | +3.5% | +10.8% | +12.0% |
| 6M | +33.1% | -29.4% | +62.5% | +52.0% |
| YTD | +21.2% | -36.1% | +57.3% | +43.5% |
| 1Y | +26.4% | -34.4% | +60.8% | +47.9% |
| 3Y | +77.6% | +4.0% | +73.6% | +68.5% |
| 5Y | +102.6% | +13.2% | +89.4% | +80.8% |
| 10Y | +464.4% | +219.7% | +244.7% | +203.5% |
| All | +3,310.4% | +1,289.3% | +2,021.0% | +781.8% |
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