+501.7%
EWT vs ROL
+6,493.3%
-5,991.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.4% |
| 7D | +13.2% | -1.7% | +14.9% | +13.9% |
| 30D | -14.3% | +18.5% | -32.8% | -19.7% |
| 3M | -8.4% | +4.3% | -12.8% | -10.6% |
| 6M | +3.7% | -27.7% | +31.4% | +14.4% |
| YTD | +53.1% | -35.8% | +88.9% | +75.5% |
| 1Y | +55.5% | -34.1% | +89.6% | +76.4% |
| 3Y | +155.6% | +2.9% | +152.7% | +140.1% |
| 5Y | +119.3% | +12.7% | +106.6% | +92.9% |
| 10Y | +446.2% | +212.6% | +233.6% | +195.1% |
| All | +501.7% | +6,493.3% | -5,991.6% | -14.6% |
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 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