+13.6%
ROL vs EAT
+361.6%
-348.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | +9.5% | -2.6% | +12.1% | +9.7% |
| 30D | +22.9% | +11.5% | +11.5% | +21.6% |
| 3M | +3.5% | -9.1% | +12.7% | +4.1% |
| 6M | -29.4% | +40.4% | -69.8% | -31.6% |
| YTD | -36.1% | +43.9% | -80.0% | -38.4% |
| 1Y | -34.4% | +101.9% | -136.3% | -38.7% |
| 3Y | +4.0% | +489.9% | -485.9% | -16.3% |
| All | +13.6% | +361.6% | -348.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling