+594.1%
EWT vs ROL
+6,104.6%
-5,510.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | +4.0% | -1.4% | +5.4% | +4.5% |
| 30D | +10.3% | -4.1% | +14.4% | +11.8% |
| 3M | +6.1% | -22.5% | +28.6% | +15.3% |
| 6M | +56.6% | -37.7% | +94.3% | +83.7% |
| YTD | +76.6% | -39.6% | +116.2% | +108.7% |
| 1Y | +97.9% | -36.0% | +133.9% | +127.6% |
| 3Y | +198.0% | -5.1% | +203.1% | +189.4% |
| 5Y | +151.8% | -3.4% | +155.1% | +135.5% |
| 10Y | +514.1% | +215.2% | +298.9% | +231.6% |
| All | +594.1% | +6,104.6% | -5,510.5% | +1.5% |
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 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