+33.6%
EQT vs ROL
-0.9%
+34.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | 0.0% | -4.9% | +4.9% | +0.7% |
| 3M | +5.9% | -25.8% | +31.8% | +10.7% |
| 6M | -14.8% | -37.6% | +22.8% | -8.5% |
| YTD | +1.8% | -41.5% | +43.2% | +10.1% |
| 1Y | +7.4% | -39.5% | +46.8% | +15.2% |
| 3Y | +33.6% | +0.1% | +33.5% | +33.7% |
| All | +33.6% | -0.9% | +34.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling