+502.6%
EWT vs ROL
+210.1%
+292.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.5% |
| 30D | +4.8% | -6.6% | +11.4% | +6.1% |
| 3M | +11.1% | -27.3% | +38.4% | +18.0% |
| 6M | +54.6% | -38.1% | +92.7% | +69.6% |
| YTD | +71.4% | -41.8% | +113.2% | +90.1% |
| 1Y | +82.1% | -37.8% | +119.9% | +98.4% |
| 3Y | +193.2% | -0.3% | +193.6% | +182.0% |
| 5Y | +146.1% | -5.1% | +151.2% | +134.9% |
| All | +502.6% | +210.1% | +292.5% | +326.0% |
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