+16.0%
ROL vs ECL
+38.6%
-22.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +3.0% | +2.9% | +0.1% | +1.8% |
| 30D | +19.8% | +7.5% | +12.3% | +16.3% |
| 3M | +7.9% | +12.2% | -4.3% | +2.9% |
| 6M | -25.6% | +24.6% | -50.2% | -32.3% |
| YTD | -34.1% | +18.8% | -52.9% | -38.9% |
| 1Y | -31.4% | +19.3% | -50.7% | -36.5% |
| 3Y | +4.7% | +78.2% | -73.5% | -17.9% |
| All | +16.0% | +38.6% | -22.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling