+220.7%
ROL vs EAT
+320.8%
-100.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +3.0% | -4.0% | +7.0% | +3.3% |
| 30D | +19.8% | -2.9% | +22.7% | +19.9% |
| 3M | +7.9% | -16.9% | +24.8% | +9.1% |
| 6M | -25.6% | +57.0% | -82.6% | -28.1% |
| YTD | -34.1% | +38.2% | -72.3% | -36.0% |
| 1Y | -31.4% | +69.3% | -100.7% | -34.2% |
| 3Y | +4.7% | +483.0% | -478.3% | -9.4% |
| 5Y | +15.6% | +364.1% | -348.5% | -0.4% |
| All | +220.7% | +320.8% | -100.1% | +192.7% |
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