+183.8%
EXC vs ROL
+222.1%
-38.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | -1.7% | +7.5% | -9.2% | -4.0% |
| 30D | +9.3% | +21.1% | -11.8% | +2.6% |
| 3M | +1.0% | +3.1% | -2.1% | -0.3% |
| 6M | +5.9% | -27.4% | +33.4% | +16.8% |
| YTD | +7.6% | -34.7% | +42.4% | +21.9% |
| 1Y | +2.4% | -32.9% | +35.4% | +14.7% |
| 3Y | +30.2% | +6.1% | +24.1% | +21.6% |
| 5Y | +41.4% | +16.3% | +25.0% | +24.4% |
| 10Y | +183.8% | +214.9% | -31.1% | +68.2% |
| All | +183.8% | +222.1% | -38.3% | +68.2% |
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