-36.0%
ROL vs ECL
+3.0%
-39.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -2.6% | +1.2% | -0.4% |
| 30D | -4.1% | -2.2% | -1.9% | -3.3% |
| 3M | -22.5% | +10.1% | -32.6% | -25.8% |
| 6M | -37.7% | -5.7% | -31.9% | -35.2% |
| YTD | -39.6% | +7.0% | -46.5% | -41.5% |
| 1Y | -36.0% | +2.7% | -38.7% | -37.0% |
| All | -36.0% | +3.0% | -39.0% | -37.0% |
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