+236.1%
EW vs ROL
+209.5%
+26.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | +9.3% | +2.9% | +6.4% | +8.1% |
| 30D | +22.1% | +20.1% | +1.9% | +13.4% |
| 3M | +13.0% | +3.2% | +9.8% | +11.2% |
| 6M | +30.1% | -28.0% | +58.1% | +47.4% |
| YTD | +22.0% | -35.3% | +57.3% | +43.8% |
| 1Y | +23.7% | -33.6% | +57.4% | +44.2% |
| 3Y | +62.0% | +3.8% | +58.2% | +56.6% |
| 5Y | -12.4% | +14.4% | -26.8% | -20.2% |
| 10Y | +236.1% | +213.1% | +23.0% | +99.9% |
| All | +236.1% | +209.5% | +26.6% | +99.9% |
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