+213.1%
ROL vs EAT
+328.6%
-115.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +2.9% | -5.9% | +8.8% | +3.3% |
| 30D | +20.1% | +0.7% | +19.5% | +19.9% |
| 3M | +3.2% | -14.2% | +17.4% | +4.1% |
| 6M | -28.0% | +40.7% | -68.8% | -29.9% |
| YTD | -35.3% | +36.0% | -71.2% | -37.0% |
| 1Y | -33.6% | +83.1% | -116.7% | -36.7% |
| 3Y | +3.8% | +474.8% | -471.0% | -10.1% |
| 5Y | +14.4% | +347.6% | -333.2% | -1.2% |
| 10Y | +213.1% | +321.5% | -108.5% | +177.7% |
| All | +213.1% | +328.6% | -115.5% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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