-38.9%
ROL vs EAT
+39.0%
-77.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.0% |
| 7D | -3.3% | -6.8% | +3.5% | -2.9% |
| 30D | -7.2% | -5.4% | -1.9% | -6.9% |
| 3M | -27.0% | +42.8% | -69.7% | -28.2% |
| 6M | -39.5% | +56.5% | -96.0% | -40.8% |
| YTD | -41.8% | +50.0% | -91.8% | -42.8% |
| 1Y | -38.9% | +38.3% | -77.1% | -34.9% |
| All | -38.9% | +39.0% | -77.8% | -34.9% |
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