+141.5%
W vs ROL
+203.4%
-61.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +2.3% |
| 7D | +6.5% | -3.4% | +9.9% | +9.0% |
| 30D | -6.2% | -6.9% | +0.7% | -1.7% |
| 3M | +48.9% | -24.6% | +73.5% | +78.3% |
| 6M | +31.2% | -39.5% | +70.7% | +82.6% |
| YTD | -0.4% | -41.1% | +40.7% | +40.0% |
| 1Y | +14.8% | -37.9% | +52.8% | +54.3% |
| 3Y | +40.5% | +0.8% | +39.7% | +23.0% |
| 5Y | -62.1% | -4.7% | -57.5% | -66.0% |
| 10Y | +141.5% | +207.9% | -66.4% | +19.7% |
| All | +141.5% | +203.4% | -61.9% | +19.7% |
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