+266.6%
EW vs ROL
+213.5%
+53.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.6% |
| 7D | +4.9% | -1.7% | +6.6% | +5.6% |
| 30D | +24.1% | +18.5% | +5.5% | +15.9% |
| 3M | +13.7% | +4.3% | +9.4% | +11.4% |
| 6M | +32.7% | -27.7% | +60.4% | +50.0% |
| YTD | +24.1% | -35.8% | +59.9% | +46.8% |
| 1Y | +23.6% | -34.1% | +57.7% | +44.5% |
| 3Y | +64.8% | +2.9% | +61.8% | +59.8% |
| 5Y | -8.8% | +12.7% | -21.5% | -16.4% |
| All | +266.6% | +213.5% | +53.0% | +124.6% |
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