-37.9%
ROL vs ECL
+2.9%
-40.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -3.4% | -0.8% | -2.7% | -3.1% |
| 30D | -6.9% | -2.5% | -4.5% | -6.1% |
| 3M | -24.6% | +8.3% | -32.9% | -27.2% |
| 6M | -39.5% | -1.1% | -38.4% | -38.8% |
| YTD | -41.1% | +6.5% | -47.6% | -42.9% |
| 1Y | -37.9% | +2.1% | -40.0% | -38.7% |
| All | -37.9% | +2.9% | -40.8% | -38.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling