+3,014.5%
EQT vs ROL
+8,694.2%
-5,679.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.0% | -3.3% | +1.3% | -1.1% |
| 30D | +1.0% | -7.2% | +8.2% | +3.2% |
| 3M | +4.0% | -27.0% | +31.0% | +13.7% |
| 6M | -11.7% | -39.5% | +27.8% | +1.9% |
| YTD | +2.8% | -41.8% | +44.6% | +19.5% |
| 1Y | +10.0% | -38.9% | +48.9% | +25.6% |
| 3Y | +34.1% | -0.4% | +34.5% | +30.6% |
| 5Y | +195.3% | -4.2% | +199.5% | +185.3% |
| 10Y | +51.6% | +208.2% | -156.6% | -0.2% |
| All | +3,014.5% | +8,694.2% | -5,679.7% | +963.3% |
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