+7,328.4%
EW vs ROL
+6,373.9%
+954.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | +11.0% | +9.5% | +1.5% | +8.1% |
| 30D | +19.1% | +22.9% | -3.9% | +12.0% |
| 3M | +14.4% | +3.5% | +10.8% | +12.8% |
| 6M | +22.8% | -29.4% | +52.2% | +35.0% |
| YTD | +19.8% | -36.1% | +55.9% | +35.3% |
| 1Y | +23.9% | -34.4% | +58.3% | +38.8% |
| 3Y | +52.2% | +4.0% | +48.2% | +49.2% |
| 5Y | -13.9% | +13.2% | -27.1% | -18.4% |
| 10Y | +241.9% | +219.7% | +22.2% | +141.0% |
| All | +7,328.4% | +6,373.9% | +954.5% | +2,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling