+248.8%
EW vs ROL
+214.5%
+34.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +6.5% | +0.8% | +5.7% | +6.2% |
| 30D | +22.5% | +20.6% | +1.9% | +13.6% |
| 3M | +13.0% | +4.5% | +8.5% | +10.6% |
| 6M | +37.1% | -26.5% | +63.6% | +54.0% |
| YTD | +24.1% | -34.8% | +59.0% | +45.9% |
| 1Y | +24.2% | -33.2% | +57.4% | +44.4% |
| 3Y | +64.8% | +4.5% | +60.3% | +58.9% |
| 5Y | -7.4% | +15.5% | -23.0% | -16.0% |
| 10Y | +248.8% | +217.2% | +31.6% | +108.1% |
| All | +248.8% | +214.5% | +34.3% | +108.1% |
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