+9,732.8%
ROL vs EAT
+9,855.7%
-122.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.2% |
| 7D | +3.4% | -5.9% | +9.3% | +4.2% |
| 30D | +20.8% | +0.7% | +20.1% | +20.4% |
| 3M | +3.7% | -14.2% | +18.0% | +5.3% |
| 6M | -27.7% | +40.7% | -68.4% | -31.3% |
| YTD | -34.9% | +36.0% | -70.9% | -38.3% |
| 1Y | -33.3% | +83.1% | -116.4% | -39.3% |
| 3Y | +4.3% | +474.8% | -470.5% | -21.1% |
| 5Y | +15.0% | +347.6% | -332.6% | -13.0% |
| 10Y | +214.7% | +321.5% | -106.8% | +114.1% |
| All | +9,732.8% | +9,855.7% | -122.8% | +3,941.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling