+7.8%
EQT vs ROL
-35.4%
+43.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +7.7% | -4.1% | +11.8% | +8.0% |
| 3M | +0.2% | -22.5% | +22.7% | +2.2% |
| 6M | -9.5% | -37.7% | +28.2% | -6.1% |
| YTD | +3.8% | -39.6% | +43.4% | +7.5% |
| 1Y | +7.8% | -36.0% | +43.8% | +10.6% |
| All | +7.8% | -35.4% | +43.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling