+172.1%
EXC vs ROL
+216.1%
-44.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -1.2% | +9.5% | -10.7% | -4.1% |
| 30D | +10.0% | +22.9% | -13.0% | +2.7% |
| 3M | +1.6% | +3.5% | -1.9% | +0.1% |
| 6M | +3.3% | -29.4% | +32.6% | +14.8% |
| YTD | +7.6% | -36.1% | +43.6% | +22.6% |
| 1Y | +3.5% | -34.4% | +37.8% | +16.7% |
| 3Y | +27.7% | +4.0% | +23.7% | +20.0% |
| 5Y | +41.1% | +13.2% | +27.9% | +25.4% |
| All | +172.1% | +216.1% | -44.0% | +72.6% |
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 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