-34.7%
ROL vs ECL
+23.8%
-58.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +1.4% |
| 7D | +14.6% | +7.7% | +6.8% | +11.1% |
| 30D | +29.3% | +13.7% | +15.6% | +23.1% |
| 3M | +2.0% | +11.6% | -9.5% | -2.3% |
| 6M | -28.5% | +23.9% | -52.4% | -34.2% |
| YTD | -35.3% | +21.0% | -56.3% | -39.6% |
| 1Y | -34.7% | +23.1% | -57.8% | -39.7% |
| All | -34.7% | +23.8% | -58.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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