-33.6%
ROL vs EAT
+88.8%
-122.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.2% |
| 6M | -28.0% | +40.7% | -68.8% | -29.5% |
| YTD | -35.3% | +36.0% | -71.2% | -36.3% |
| 1Y | -33.6% | +83.1% | -116.7% | -36.4% |
| All | -33.6% | +88.8% | -122.4% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling