+121.7%
EW vs ROL
+203.4%
-81.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.6% |
| 7D | -4.4% | -3.4% | -1.0% | -3.1% |
| 30D | -3.3% | -6.9% | +3.6% | -0.7% |
| 3M | +1.0% | -24.6% | +25.6% | +12.2% |
| 6M | +6.2% | -39.5% | +45.8% | +28.3% |
| YTD | +1.7% | -41.1% | +42.8% | +23.8% |
| 1Y | +8.1% | -37.9% | +46.1% | +28.5% |
| 3Y | +17.1% | +0.8% | +16.3% | +14.8% |
| 5Y | -29.4% | -4.7% | -24.7% | -30.6% |
| 10Y | +121.7% | +207.9% | -86.2% | +143.5% |
| All | +121.7% | +203.4% | -81.7% | +143.5% |
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