+195.6%
EQT vs ROL
-5.6%
+201.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -3.2% | +2.1% | -0.5% |
| 30D | +1.1% | -6.6% | +7.7% | +2.4% |
| 3M | +4.8% | -27.3% | +32.1% | +11.4% |
| 6M | -10.6% | -38.1% | +27.5% | -1.8% |
| YTD | +3.4% | -41.8% | +45.2% | +14.6% |
| 1Y | +8.7% | -37.8% | +46.5% | +18.5% |
| 3Y | +35.0% | -0.3% | +35.3% | +31.6% |
| All | +195.6% | -5.6% | +201.1% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling