-14.6%
EW vs ROL
+13.1%
-27.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | +11.0% | +9.5% | +1.5% | +7.1% |
| 30D | +19.1% | +22.9% | -3.9% | +9.5% |
| 3M | +14.4% | +3.5% | +10.8% | +12.4% |
| 6M | +22.8% | -29.4% | +52.2% | +41.3% |
| YTD | +19.8% | -36.1% | +55.9% | +43.3% |
| 1Y | +23.9% | -34.4% | +58.3% | +46.3% |
| 3Y | +52.2% | +4.0% | +48.2% | +46.1% |
| All | -14.6% | +13.1% | -27.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling